Weak convergence and fluid limits in optimal time-to-empty queueing control problems

DOI10.1007/S00245-011-9144-YMaRDI QIDQ434250zbMATH OpenOpenAlexFDO

Authors Martin V. Day

Publication date 10 July 2012

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-011-9144-y

zbMATH Keywords

Barles-Perthame approachfluid limitoptimal controlqueueingrelaxed controlssemicontinuous viscosity solution

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Queues and service in operations research (90B22) Optimal stochastic control (93E20)

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Cited in

(4)

• Fluid limits of optimally controlled queueing networks
• Liquidation in limit order books with controlled intensity
• Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators
• On diffusion approximation of controlled queueing processes

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