Article ID: | iaor2004451 |
Country: | United States |
Volume: | 22 |
Issue: | 4 |
Start Page Number: | 840 |
End Page Number: | 871 |
Publication Date: | Nov 1997 |
Journal: | Mathematics of Operations Research |
Authors: | Hajek B., Alanyali M. |
Keywords: | load balancing |
The principle of load balancing is examined for dynamic resource allocation subject to certain constraints. The emphasis is on the performance of simple allocation strategies which can be implemented on-line. Either finite capacity constraints on resources or migration of load can be incorporated into the setup. The load balancing problem is formulated as a stochastic optimal control problem. Variants of a ‘Least Load Routing’ policy are shown to lead to a fluid type limit and to be asymptotically optimal.