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Optimal control of single-server fluid networks

Bäuerle, Nicole; Rieder, U.

Abstract: We consider a stochastic single server fluid network with both a discounted reward and a cost structure. It can be shown that the optimal policy is a priority index policy. The indices coincide with the optimal indices in a Semi-Markovian Klimov problem. Several special cases like single server re-entrant fluid lines are considered. The approach we use is based on sample path arguments and Pontryagins maximum principle.

Zugehörige Institution(en) am KIT Institut für Stochastik (STOCH)
Publikationstyp Zeitschriftenaufsatz
Jahr 2000
Sprache Englisch
Identifikator DOI: 10.1023/A:1019146111903
ISSN: 0257-0130
URN: urn:nbn:de:swb:90-437118
KITopen ID: 1000043711
Erschienen in Queueing Systems : Theory and Applications
Band 35
Heft 1-4
Seiten 185-200
Schlagworte stochastic fluid model, index policy, Klimov index, largest remaining index algorithm, maximum principle, sample path argument, re-entrant fluid lines
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