Optimal control of single-server fluid networks

Optimal control of single-server fluid networks

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Article ID: iaor20013071
Country: Netherlands
Volume: 35
Issue: 1/4
Start Page Number: 185
End Page Number: 200
Publication Date: Jan 2000
Journal: Queueing Systems
Authors: ,
Keywords: control processes
Abstract:

We consider a stochastic single-server fluid network with both a discounted reward and a cost structure. It can be shown that the optimal policy is a priority index policy. The indices coincide with the optimal indices in a semi-Markovian Klimov problem. Several special cases like single-server reentrant fluid lines are considered. The approach we use is based on sample path arguments and Pontryagin's maximum principle.

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