Optimal rate for a queueing system in heavy traffic with superimposed On-Off arrivals
نویسنده
چکیده
A rate control problem is addressed for a queueing system in heavy traffic. The arrival process is stationary heavy-tailed On-Off process and service is done at a constantrate (controlled). With an infinite horizon discounted cost function, the main result shows the existence of an optimal rate and specifies a bound on this optimal rate. As a part of the analysis, we solve an approximating control problem driven by fractional Brownian motion. We also derive an asymptotic maximal bound on the second moment of the centered On-Off process, which is a key ingredient of the proof and is of independent interest. MSC2000: primary 60K25, 68M20, 90B22; secondary 60G22, 90B18.
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