Convex stochastic fluid programs with average cost.

DOI10.1006/jmaa.2000.7400zbMath1057.90005OpenAlexW2085875325MaRDI QIDQ5945755

Nicole Bäuerle

Publication date: 9 April 2002

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://publikationen.bibliothek.kit.edu/1000043715

zbMATH Keywords

Hamilton-Jacobi-Bellman equationmanufacturing systemaverage costmulticlass queueing networkstochastic fluid programsvanishing discount approachverification theorem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY ⋮ Mean field Markov decision processes

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