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math.PR2014★ 47 cited
Diffusion models and steady-state approximations for exponentially ergodic Markovian queues
Itai Gurvich
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (ra…
math.PR2014★ 14 cited
Scheduling parallel servers in the nondegenerate slowdown diffusion regime: Asymptotic optimality results
Rami Atar, Itai Gurvich
We consider the problem of minimizing queue-length costs in a system with heterogenous parallel servers, operating in a many-server heavy-traffic regime with nondegenerate slowdown…
math.PR2012★ 12 cited
On optimality gaps in the Halfin--Whitt regime
Baris Ata, Itai Gurvich
We consider optimal control of a multi-class queue in the Halfin--Whitt regime, and revisit the notion of asymptotic optimality and the associated optimality gaps. The existing res…