Journal of Applied Mathematics and Stochastic Analysis
Volume 2007 (2007), Article ID 68958, 19 pages
doi:10.1155/2007/68958
Research Article
Fluid Limits of Optimally Controlled Queueing Networks
1Department of Industrial Engineering and Operations Research, \newline Columbia University, New York 10027-6902, NY, USA
2Department of Mathematics, Virginia Tech, Blacksburg 24061-0123, VA, USA
Received 15 January 2007; Accepted 27 June 2007
Copyright © 2007 Guodong Pang and Martin V. Day. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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.