Fluid limits of optimally controlled queueing networks

Fluid limits of optimally controlled queueing networks

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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: ,
Keywords: queues: theory
Abstract:

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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