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 language||English (US)|
|Journal||Journal of Applied Mathematics and Stochastic Analysis|
|State||Published - Sep 21 2007|
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics