Fluid Limits of Optimally Controlled Queueing Networks

Guodong Pang and Martin V. Day

International Journal of Stochastic Analysis, 2007, vol. 2007, 1-19

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.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:068958

DOI: 10.1155/2007/68958

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