Journal of Applied Mathematics and Stochastic Analysis 
Volume 2007 (2007), Article ID 68958, 19 pages
doi:10.1155/2007/68958
Research Article

Fluid Limits of Optimally Controlled Queueing Networks

Guodong Pang1 and Martin V. Day2

 1Department of Industrial Engineering and Operations Research, \newline Columbia University, New York 10027-6902, NY, USA
2Department of Mathematics, Virginia Tech, Blacksburg 24061-0123, VA, USA
Received 15 January 2007; Accepted 27 June 2007

Abstract

We consider a class of queueing processes represented by a Skorokhod problem coupled with a controlled point process. Posing a discounted control problem for such processes, we show that the optimal value functions converge, in the fluid limit, to the value of an analogous deterministic control problem for fluid processes.