Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

DOI10.1007/S00186-010-0340-3zbMath1216.93110OpenAlexW2088065116MaRDI QIDQ532525

Yi Zhang, Aleksey B. Piunovskiy

Publication date: 5 May 2011

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

Full work available at URL: https://doi.org/10.1007/s00186-010-0340-3

zbMATH Keywords

optimal controldynamic programmingfluid modelqueueing systemcontinuous-time Markov chainbirth-and-death process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20)

Related Items (8)

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY ⋮ The transformation method for continuous-time Markov decision processes ⋮ Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach ⋮ Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks ⋮ On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models ⋮ Continuous-time constrained stochastic games under the discounted cost criteria ⋮ Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates ⋮ Absorbing Continuous-Time Markov Decision Processes with Total Cost Criteria

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