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On the structure of the optimal server control for fluid networks

Author

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  • S. Gajrat
  • A. Hordijk

Abstract

This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal policy. Generalized Klimov indices are introduced, they are used for characterizing myopic and time-uniformly optimal policies. Copyright Springer-Verlag Berlin Heidelberg 2005

Suggested Citation

  • S. Gajrat & A. Hordijk, 2005. "On the structure of the optimal server control for fluid networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(1), pages 55-75, September.
    • Handle: RePEc:spr:mathme:v:62:y:2005:i:1:p:55-75
    DOI: 10.1007/s00186-005-0441-6
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    Cited by:

    1. A. Piunovskiy, 2009. "Random walk, birth-and-death process and their fluid approximations: absorbing case," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 285-312, October.
    2. Alexey Piunovskiy & Yi Zhang, 2011. "Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(2), pages 159-187, April.

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