Fluid Limits of Optimally Controlled Queueing Networks

[摘要] 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.

[学科分类] 应用数学