Title :
Design of dynamic control policies for stochastic processing networks via fluid models
Author :
Maglaras, Constantinos
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
Abstract :
In this paper we propose a methodology for the design of dynamic policies for scheduling multiclass queueing networks. First, given the solution to a fluid optimization problem, a discrete-review policy is described for translating the fluid optimal control policy into an implementable policy for the stochastic network. Such a policy has been proved to be stable and achieve asymptotically optimal performance under fluid scaling. Using this translation mechanism one can proceed in formulating a fluid optimal control problem which incorporates diverse design and performance specifications, as it is typical in realistic applications. Finally, a simple approximation algorithm for the value function of fluid optimal control problems for a general class of convex performance criteria is described
Keywords :
control system synthesis; directed graphs; optimal control; queueing theory; stochastic systems; asymptotically optimal performance; convex performance criteria; discrete-review policy; dynamic control policy design; fluid models; fluid optimal control policy; fluid optimization problem; multiclass queueing network scheduling; stability; stochastic network; stochastic processing networks; value function approximation; Design optimization; Dynamic scheduling; Fluid dynamics; Information systems; Laboratories; Optimal control; Optimal scheduling; Stability; Stochastic processes; Stochastic systems;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657616