Optimal control of single-server fluid networks

被引：14

作者：

Bäuerle, N ^{[1
]}

Rieder, U ^{[1
]}

机构：

[1] Univ Ulm, Dept Math 7, D-89069 Ulm, Germany

来源：

QUEUEING SYSTEMS | 2000年 / 35卷 / 1-4期

关键词：

stochastic fluid model; index policy; Klimov index; largest remaining index algorithm; maximum principle; sample path argument; reentrant fluid lines;

D O I：

10.1023/A:1019146111903

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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.

引用

页码：185 / 200

页数：16

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