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) |
|---|---|
| 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
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