Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case
DOI10.1007/S00186-010-0340-3zbMATH Open1216.93110OpenAlexW2088065116MaRDI QIDQ532525FDOQ532525
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
continuous-time Markov chaindynamic programmingbirth-and-death processoptimal controlqueueing systemfluid model
Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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Cited In (8)
- Absorbing continuous-time Markov decision processes with total cost criteria
- Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks
- Continuous-time constrained stochastic games under the discounted cost criteria
- On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
- Liquidation in limit order books with controlled intensity
- The transformation method for continuous-time Markov decision processes
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