Optimal control of single-server fluid networks

  • Authors:
  • Nicole Bäuerle;Ulrich Rieder

  • Affiliations:
  • Department of Mathematics VII, University of Ulm, D-89069 Ulm, Germany E-mail: {baeuerle,rieder}@mathematik.uni-ulm.de;Department of Mathematics VII, University of Ulm, D-89069 Ulm, Germany E-mail: {baeuerle,rieder}@mathematik.uni-ulm.de

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2000

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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 reentrant fluid lines are considered. The approach we use is based on sample path arguments and Pontryagins maximum principle.