Approximate Dynamic Programming for Networks : Fluid Models and Constraint Reduction

@inproceedings{Veatch2004ApproximateDP,
  title={Approximate Dynamic Programming for Networks : Fluid Models and Constraint Reduction},
  author={Michael H. Veatch},
  year={2004}
}
This paper demonstrates the feasibility of using approximate linear programming (ALP) to compute nearly optimal average cost for multiclass queueing network control problems. ALP works directly with the LP form of the optimality equations, but approximates the di¤erential cost by a linear form. We use quadratics, piece-wise quadratic value functions from ‡uid models, and other approximating functions based on the structure of the optimality equations and numerical experience. The ALP contains… CONTINUE READING
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