Differential Games and Queueing Network Control

Fluid models of queueing networks are important for the development of optimal service strategies. Nonnegativity constraints on the state variables lead to discontinuous dynamics, often modeled using the “Skorokhod problem” formulation. These dynamics in a classical robust L2-gain control formulation lead to a differential game with some unusual features. In simple examples the differential game can be solved semi-explicitly. One or more such examples will be described in which the Skorokhod dynamics influence the optimal service strategy.