Brownian control problems

Tuesday, May 15, 2018 - 9:00am - 9:50am
Amarjit Budhiraja (University of North Carolina, Chapel Hill)
We consider resource sharing networks of the form introduced in the work of Massoulié and Roberts(2000) as models for Internet flows. The goal is to study the open problem, formulated in Harrison et al. (2014), of constructing simple form rate allocation policies for broad families of resource sharing networks with associated costs converging to the Hierarchical Greedy Ideal performance in the heavy traffic limit. We consider two types of cost criteria, an infinite horizon discounted cost, and a long time average cost per unit time.
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