| 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.