Optimal control of single-server fluid networks

Queueing Systems

Volumn 35, Issue 1-4, 2000, Pages 185-200

  Bäuerle, Nicole ^a   Rieder, Ulrich ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

Index policy; Klimov index; Largest remaining index algorithm; Maximum principle; Reentrant fluid lines; Sample path argument; Stochastic fluid model

Indexed keywords

MAXIMUM PRINCIPLE; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

FLUID LINES; INDEX ALGORITHMS; INDEX POLICIES; KLIMOV INDEX; SAMPLE PATH; STOCHASTIC FLUID MODELS;

STOCHASTIC MODELS;

EID: 0034341891     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1023/a:1019146111903     Document Type: Article

References (12)

1. F. Avram, Optimal control of fluid limits of queueing networks and stochasticity corrections, in: Mathematics of Stochastic Manufacturing Systems, eds. G.G. Yin and Q. Zhang, Lectures in Applied Mathematics, Vol. 33 (Amer. Math. Soc., Providence, RI, 1997) pp. 1-36.
2. F. Avram, D. Bertsimas and M. Ricard, Fluid models of sequencing problems in open queueing networks: An optimal control approach, in: Stochastic Networks, eds. F.P. Kelly and R.J. Williams (1995) pp. 199-234.
3. H. Chen and A. Mandelbaum, Hierarchical modeling of stochastic networks part 1: Fluid models, in: Stochastic Modeling and Analysis of Manufacturing Systems, ed. D.D. Yao (Springer, New York, 1994) pp. 47-105.
4. H. Chen and D.D. Yao, Dynamic scheduling of a multiclass fluid network, Oper. Res. 41 (1993) 1104-1115.
5. G.P. Klimov, Time-sharing service systems I, Theory Probab. Appl. 19 (1974) 532-551.
6. S. Meyn, Stability and optimization of queueing networks and their fluid models, in: Mathematics of Stochastic Manufacturing Systems, eds. G.G. Yin and Q. Zhang, Lectures in Applied Mathematics, Vol. 33 (Amer. Math. Soc., Providence, RI, 1997) pp. 175-199.
7. A. Seierstad and K. Sydsæter, Optimal Control Theory with Economic Applications (North-Holland, Amsterdam, 1987).
8. S.P. Sethi and Q. Zhang, Hierarchical Decision Making in Stochastic Manufacturing Systems (Birkhäuser, Boston, 1994).
9. D.W. Tcha and S.R. Pliska, Optimal control of single server queueing networks and multi-class M/G/1 queues with feedback, Oper. Res. 25 (1977) 248-258.
10. J. Walrand, An Introduction to Queueing Networks (Prentice-Hall, Englewood Cliffs, NJ, 1988).
11. J. Weishaupt, Optimal myopic policies and index policies for stochastic scheduling problems, Math. Methods Oper. Res. 40 (1994) 75-89.
12. G. Weiss, On optimal draining of reentrant fluid lines, in: Stochastic Networks, eds. F.P. Kelly and R.J. Williams (1995) pp. 91-103.