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.