Fluid Limits of Optimally Controlled Queueing Networks | Zendy

Guodong Pang | Zendy; Martin V. Day | Zendy

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Fluid Limits of Optimally Controlled Queueing Networks

Author(s) -

Guodong Pang,

Martin V. Day

Publication year - 2007

Publication title -

journal of applied mathematics and stochastic analysis

Language(s) - English

Resource type - Journals

eISSN - 1687-2177

pISSN - 1048-9533

DOI - 10.1155/2007/68958

Subject(s) - mathematics , queueing theory , limit (mathematics) , layered queueing network , class (philosophy) , mean value analysis , mathematical optimization , value (mathematics) , point process , mathematical analysis , computer science , statistics , artificial intelligence

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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