One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.
Models and applications.- Martingales and weak convergence.- Stochastic differential equations.- Invariant measures and the ergodic problem.- The single processor problem.- Uncontrolled networks.- Uncontrolled networks, continued.- State dependence.- Bounded controls.- Singular controls.- Polling and control of polling.- Multiclass scheduling.- References.- Symbol index.- Index.