On the structure of the optimal server control for fluid networks

S. Gajrat () and A. Hordijk ()

Mathematical Methods of Operations Research, 2005, vol. 62, issue 1, 55-75

Abstract: This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal policy. Generalized Klimov indices are introduced, they are used for characterizing myopic and time-uniformly optimal policies. Copyright Springer-Verlag Berlin Heidelberg 2005

Keywords: Fluid optimal control model; Pontryagin maximum principle; Generalized Klimov indices; Myopic and time-uniformly optimality; 90C40; 93E20 (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s00186-005-0441-6

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