| Abstract: | The paper is concerned with the optimal control of the assignment of jobs from several arriving random streams to one of a bank of processors. Owing to the difficulty of the general problem, a heavy traffic approach is used. The required work depends on the processor to which it is assigned. The information that the assignment can be based on is quite flexible, and several information structures (data on which the control is based) are considered. The assignment can be made on arrival or when the job is to be processed. There can be bursty arrivals (the bursts depending on randomly varying environmental factors), rather general nonlinear cost functions and other complications. It is shown, under reasonably general conditions, that the optimal costs for the physical systems converge to the optimal cost for the heavy traffic limit problem, as the heavy traffic parameter goes to its limit. Numerical data is presented to illustrate some of the potential uses of the limit process for obtaining optimal contros, or controls satisfying optimal tradeoffs among competing criteria. The methods of proof are quite powerful tools for such optimal control problems |
