Optimal control theory with economic applications
Optimal control theory with economic applications
Dynamic scheduling of a multiclass fluid network
Operations Research
Hierarchical decision making in stochastic manufacturing systems
Hierarchical decision making in stochastic manufacturing systems
Fluid approximation of a controlled multiclass tandem network
Queueing Systems: Theory and Applications
Sample-path conservation laws, with applications to scheduling queues and fluid systems
Queueing Systems: Theory and Applications
Conservation Laws for Single-Server Fluid Networks
Queueing Systems: Theory and Applications
Dynamic Scheduling of a Multiclass Fluid Model with Transient Overload
Queueing Systems: Theory and Applications
Dynamic fluid-based scheduling in a multi-class abandonment queue
Performance Evaluation
Hi-index | 0.01 |
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 reentrant fluid lines are considered. The approach we use is based on sample path arguments and Pontryagins maximum principle.