2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/166773We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study stochastic control problems associated with the long-run average cost, the infinite horizon discounted cost, and the finite horizon cost. In addition, we find a solution to a constrained minimization problem as an application of our solution to the long-run average cost problem. We also establish Abelian limit relationships among the value functions of the above control problems.29 pages, 0 figures, first draft (aug 5, 2008)ProbabilityOptimization and Control60K25; 68M20; 90B22 (Primary) 90B18 (Secondary)text