We study a dynamic optimal routing problem, where a controller has to decide to which of two queues should arriving customers (representing packets, messages, call etc...) be sent. The service rate in each queue may depend on the state of the system, may change in time and is unknown to the...

The purpose of this paper is to illustrate how value iteration can be used in a zero-sum game to obtain structural results on the optimal (equilibrium) value and policy. This is done through the following example. We consider the problem of dynamic flow control of arriving customers into a...

We develop a unifying approach for approximating a ``limit" zero-sum game by a sequence of approximating games. We discuss both the convergence of the values and the convergence of optimal (or ``almost" optimal) strategies. Moreover, based on optimal policies for the limit game, we construct...