OPTIMAL FLOW-CONTROL OF A STOCHASTIC FLUID-FLOW SYSTEM

This paper is concerned with the optimal flow control of an ATM switch ing element in a broadband-integrated services digital network, We mod el the switching element as a stochastic fluid-flow system with a fini te buffer, a constant output rate, and Markov-modulated fluid input. T here is a cost of holding fluid and a reward for admitting the fluid t o the buffer. We study the optimal flow control policies that minimize the total expected discounted cost, We analyze the problem by two dif ferent approaches and show that the optimal policy is of the turnpike type with the turnpike levels dependent on the states of the Markov-mo dulated source, We also state sufficient conditions under which the op timal turnpike levels are monotonic functions of the states of the Mar kov-modulated source.