Fluid Limits of Optimally Controlled Queueing Networks
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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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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