Random walk, birth-and-death process and their fluid approximations: Absorbing case

DOI10.1007/s00186-008-0269-yzbMath1183.49027MaRDI QIDQ1040689

Aleksey B. Piunovskiy

Publication date: 25 November 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-008-0269-y

zbMATH Keywords

dynamic programming; random walk; fluid model; information transmission; birth-and-death process; queuing system; approximation of operators

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93C20: Control/observation systems governed by partial differential equations

90B22: Queues and service in operations research

49M25: Discrete approximations in optimal control

Related Items

Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks, Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case, On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models

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