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.
Original language | English (US) |
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Article number | 68958 |
Journal | Journal of Applied Mathematics and Stochastic Analysis |
Volume | 2007 |
DOIs | |
State | Published - 2007 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics