Fluid limits of optimally controlled queueing networks

Guodong Pang, Martin V. Day

Research output: Contribution to journalArticle

7 Scopus citations

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.

Original languageEnglish (US)
Article number68958
JournalJournal of Applied Mathematics and Stochastic Analysis
Volume2007
DOIs
StatePublished - Sep 21 2007

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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