Large-Deviations Analysis of the Fluid Approximation for a Controllable Tandem Queue
نویسنده
چکیده
A fluid approximation gives the main term in the asymptotic expression of the value function for a controllable stochastic network. The policies which have the same asymptotic of their value functions as the value function of the optimal policy, are called asymptotically optimal policies. We consider a 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 deviation problems for a random walk.
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