Fluid Approximation for Controlled Stochastic Networks with Delayed Dynamics

Beschreibung

The exiting developments in communication networks within the last 20 years give rise to many challenging routing, scheduling or admission control problems. Classical methods from queueing theory often fail to provide adequate answers to these stochastic control problems for networks of realistic size. Therefore, tools like fluid or Brownian approximation were introduced to examine stochastic networks. This thesis develops extensions of the fluid approximation to networks with delayed dynamics operating in a random environment. In particular, a detailed analysis of the relation between the stochastic control problem and its fluid analogue is given, and it is demonstrated how the solution of the fluid problem can be used to gain insight into the original problem.

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Harald Bauer

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Fluid Approximation Markov Decision Processes Optimal Control Queueing Theory Stochastic Networks

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