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: | Rieder Ulrich, Buerle Nicole |
Keywords: | control processes |
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.