Parallel server systems under an extended Heavy traffic condition

ACO Student Seminar
Friday, April 8, 2022 - 1:00pm for 1 hour (actually 50 minutes)
Eyal Castiel – Israel Institute of Technology –
Abhishek Dhawan

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Parallel server systems have received a lot of attention since their introduction about 20 years ago. They are commonly used to model a situation where different type of jobs can be treated by servers with different specialties like data and call centers. Exact optimal policies are often not tractable for those systems. Instead, part of the literature was focused on finding policies that are asymptotically optimal as the load of the network approaches a value critical for stability (heavy traffic approximations). This is done by obtaining a weak convergence to a brownian control problem that is linked to a non-linear differential equation (Hamilton-Jacobi-Bellman). Asymptotically optimal policies have been analyzed for a long time under a restrictive assumption that is not natural for practical applications. This talk will present recent developments that allow for a more general asymptotic optimality result by focusing on the simplest non-trivial example.