©2009 INFORMS Pointwise Stationary Fluid Models for Stochastic Processing Networks

Generalizing earlier work on staffing and routing in telephone call centers, we consider a processing networkmodel with large server pools and doubly stochastic input flows. In this model the processing of a job may involve several distinct operations. Alternative processing modes are also allowed. Given a finite planning hori-zon, attention is focused on the two-level problem of capacity choice and dynamic system control. A pointwise stationary fluid model (PSFM) is used to approximate system dynamics, which allows development of practical policies with a manageable computational burden. Earlier work in more restrictive settings suggests that our method is asymptotically optimal in a parameter regime of practical interest, but this paper contains no formal limit theory. Rather, it develops a PSFM calculus that is broadly accessible, with an emphasis on modeling and practical computation. Key words: admission control; dynamic routing; doubly stochastic arrivals; approximation; pointwise stationary; fluid models; abandonments; stochastic network