| Article ID: | iaor20084689 |
| Country: | United States |
| Volume: | 2007 |
| Issue: | 68958 |
| Start Page Number: | 1 |
| End Page Number: | 19 |
| Publication Date: | Jan 2007 |
| Journal: | Journal of Applied Mathematics and Stochastic Analysis |
| Authors: | Pang Guodong, Day Martin V. |
| Keywords: | queues: theory |
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.