A fluid approximation gives the main term in the asymptotic
expression of the value function for a controllable stochastic network.
The policies that have the same asymptotic of their value functions
as the value function of the optimal policy are called
asymptotically optimal policies.
We consider the problem of finding from this set of asymptotically optimal
policies a best one in the sense that the next term of its asymptotic
expression is minimal. The analysis of this problem is closely connected
with large-deviations problems for a random walk.
Publié le : 2003-11-14
Classification:
Stochastic network,
fluid optimal control problem,
asymptotic optimality,
large deviations,
60K25,
93E20,
60F10
@article{1069786504,
author = {Gajrat, Alexander and Hordijk, Arie and Ridder, Ad},
title = {Large-deviations analysis of the fluid approximation for a controllable tandem queue},
journal = {Ann. Appl. Probab.},
volume = {13},
number = {1},
year = {2003},
pages = { 1423-1448},
language = {en},
url = {http://dml.mathdoc.fr/item/1069786504}
}
Gajrat, Alexander; Hordijk, Arie; Ridder, Ad. Large-deviations analysis of the fluid approximation for a controllable tandem queue. Ann. Appl. Probab., Tome 13 (2003) no. 1, pp. 1423-1448. http://gdmltest.u-ga.fr/item/1069786504/