Fluid Limits of Optimally Controlled Queueing Networks

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Date
2007-08-21
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Hindawi
Abstract

We consider a class of queueing processes represented by a Skorokhod problem coupled with a controlled point process. Posing a discounted control problem for such processes, we show that the optimal value functions converge, in the fluid limit, to the value of an analogous deterministic control problem for fluid processes.

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Citation
Guodong Pang and Martin V. Day, “Fluid Limits of Optimally Controlled Queueing Networks,” Journal of Applied Mathematics and Stochastic Analysis, vol. 2007, Article ID 68958, 19 pages, 2007. doi:10.1155/2007/68958