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Optimal And Approximately Optimal Control Policies For Queues In Heavy Traffic
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Book Synopsis Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic by : Lefschetz Center for Dynamical Systems
Download or read book Optimal and Approximately Optimal Control Policies for Queues in Heavy Traffic written by Lefschetz Center for Dynamical Systems and published by . This book was released on 1988 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: We treat the 'approximately' optimal control problem for tandem queueing or production networks (with local feedback allowed) under heavy traffic. The buffers (scaled with traffic) are finite. The controls allow various inputs, connecting links and the processors to be shut down or opened, in order to manage the system. The service and arrival rates, as well as the routing probabilities can also be controlled, and the system statistics can depend on the system state (scaled buffer occupancies). The associated costs involve holding costs, costs for shutting off/on the links or processors and the opportunity cost for lost production. It is shown that the (scaled) controlled system converges weakly (in an appropriate sense) to a controlled limit 'reflected' diffusion. In the rescaled time, the actions of the controllers lead to multiple 'simultaneous' impulses in the limit problem. Thus we have a non-standard limit control problem, and the usual methods of weak convergence for systems under heavy traffic must be modified. Since the optical or nearly optimal controls for the physical process are usually not possible to get, it is of considerable interest to know whether an optimal or nearly optimal control for the limit process is also nearly optimal for the physical system with heavy traffic. This is shown to be true, under reasonable conditions. Although the limit control problem is non-standard and there is little available theory concerning it, acceptable numerical procedures are available. Keywords: Numerical methods for stochastic control.
Book Synopsis Heavy Traffic Analysis of Controlled Queueing and Communication Networks by : Harold Kushner
Download or read book Heavy Traffic Analysis of Controlled Queueing and Communication Networks written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the field. The general theory is developed, with possibly state dependent parameters, and specialized to many different cases of practical interest.
Book Synopsis Numerical Methods for Stochastic Control Problems in Continuous Time by : Harold Kushner
Download or read book Numerical Methods for Stochastic Control Problems in Continuous Time written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new prob lem formulations and sometimes surprising applications appear regularly. We have chosen forms of the models which cover the great bulk of the for mulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types. Both the "drift" and the "variance" might be controlled. The cost functions might be any of the standard types: Discounted, stopped on first exit from a set, finite time, optimal stopping, average cost per unit time over the infinite time interval, and so forth.
Book Synopsis Numerical Methods for Stochastic Control Problems in Continuous Time by : Harold J. Kushner
Download or read book Numerical Methods for Stochastic Control Problems in Continuous Time written by Harold J. Kushner and published by Springer Science & Business Media. This book was released on 2001 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: The required background is surveyed, and there is an extensive development of methods of approximation and computational algorithms. The book is written on two levels: algorithms and applications, and mathematical proofs. Thus, the ideas should be very accessible to a broad audience."--BOOK JACKET.
Author :University of Minnesota. Institute for Mathematics and Its Applications Publisher : ISBN 13 : Total Pages :18 pages Book Rating :4.:/5 (123 download)
Book Synopsis Nearly Optimal Control of Queues in Heavy Traffic with Heterogeneous Servers by : University of Minnesota. Institute for Mathematics and Its Applications
Download or read book Nearly Optimal Control of Queues in Heavy Traffic with Heterogeneous Servers written by University of Minnesota. Institute for Mathematics and Its Applications and published by . This book was released on 1988 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied and Computational Control, Signals, and Circuits by : Biswa Nath Datta
Download or read book Applied and Computational Control, Signals, and Circuits written by Biswa Nath Datta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied and Computational Control, Signals, and Circuits: Recent Developments is an interdisciplinary book blending mathematics, computational mathematics, scientific computing and software engineering with control and systems theory, signal processing, and circuit simulations. The material consists of seven state-of-the-art review chapters, each written by a leading expert in that field. Each of the technical chapters deals exclusively with some of the recent developments involving applications and computations of control, signals and circuits. Also included is a Chapter focusing on the newly developed Fortran-based software library, called SLICOT, for control systems design and analysis. This collection will be an excellent reference work for research scientists, practicing engineers, and graduate level students of control and systems, circuit design, power systems and signal processing.
Book Synopsis Stochastic Controls by : Jiongmin Yong
Download or read book Stochastic Controls written by Jiongmin Yong and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic optimal control problems. * An interesting phenomenon one can observe from the literature is that these two approaches have been developed separately and independently. Since both methods are used to investigate the same problems, a natural question one will ask is the fol lowing: (Q) What is the relationship betwccn the maximum principlc and dy namic programming in stochastic optimal controls? There did exist some researches (prior to the 1980s) on the relationship between these two. Nevertheless, the results usually werestated in heuristic terms and proved under rather restrictive assumptions, which were not satisfied in most cases. In the statement of a Pontryagin-type maximum principle there is an adjoint equation, which is an ordinary differential equation (ODE) in the (finite-dimensional) deterministic case and a stochastic differential equation (SDE) in the stochastic case. The system consisting of the adjoint equa tion, the original state equation, and the maximum condition is referred to as an (extended) Hamiltonian system. On the other hand, in Bellman's dynamic programming, there is a partial differential equation (PDE), of first order in the (finite-dimensional) deterministic case and of second or der in the stochastic case. This is known as a Hamilton-Jacobi-Bellman (HJB) equation.
Book Synopsis Optimization of Dynamical Systems with Impulse Controls and Shocks by : Boris Miller
Download or read book Optimization of Dynamical Systems with Impulse Controls and Shocks written by Boris Miller and published by Springer Nature. This book was released on with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2003 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :Kandethody M. Ramachandran Publisher :Springer Science & Business Media ISBN 13 :9491216473 Total Pages :253 pages Book Rating :4.4/5 (912 download)
Book Synopsis Stochastic Differential Games. Theory and Applications by : Kandethody M. Ramachandran
Download or read book Stochastic Differential Games. Theory and Applications written by Kandethody M. Ramachandran and published by Springer Science & Business Media. This book was released on 2012-01-05 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject theory is important in finance, economics, investment strategies, health sciences, environment, industrial engineering, etc.
Book Synopsis Technical Reports Awareness Circular : TRAC. by :
Download or read book Technical Reports Awareness Circular : TRAC. written by and published by . This book was released on 1988 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Control Techniques for Complex Networks by : Sean Meyn
Download or read book Control Techniques for Complex Networks written by Sean Meyn and published by Cambridge University Press. This book was released on 2008 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: From foundations to state-of-the-art; the tools and philosophy you need to build network models.
Book Synopsis Stochastic Models in Reliability, Network Security and System Safety by : Quan-Lin Li
Download or read book Stochastic Models in Reliability, Network Security and System Safety written by Quan-Lin Li and published by Springer Nature. This book was released on 2019-10-21 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is dedicated to Jinhua Cao on the occasion of his 80th birthday. Jinhua Cao is one of the most famous reliability theorists. His main contributions include: published over 100 influential scientific papers; published an interesting reliability book in Chinese in 1986, which has greatly influenced the reliability of education, academic research and engineering applications in China; initiated and organized Reliability Professional Society of China (the first part of Operations Research Society of China) since 1981. The high admiration that Professor Cao enjoys in the reliability community all over the world was witnessed by the enthusiastic response of each contributor in this book. The contributors are leading researchers with diverse research perspectives. The research areas of the book iclude a broad range of topics related to reliability models, queueing theory, manufacturing systems, supply chain finance, risk management, Markov decision processes, blockchain and so forth. The book consists of a brief Preface describing the main achievements of Professor Cao; followed by congratulations from Professors Way Kuo and Wei Wayne Li, and by Operations Research Society of China, and Reliability Professional Society of China; and further followed by 25 articles roughly grouped together. Most of the articles are written in a style understandable to a wide audience. This book is useful to anyone interested in recent developments in reliability, network security, system safety, and their stochastic modeling and analysis.
Book Synopsis Impulsive Control in Continuous and Discrete-Continuous Systems by : Boris M. Miller
Download or read book Impulsive Control in Continuous and Discrete-Continuous Systems written by Boris M. Miller and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: Impulsive Control in Continuous and Discrete-Continuous Systems is an up-to-date introduction to the theory of impulsive control in nonlinear systems. This is a new branch of the Optimal Control Theory, which is tightly connected to the Theory of Hybrid Systems. The text introduces the reader to the interesting area of optimal control problems with discontinuous solutions, discussing the application of a new and effective method of discontinuous time-transformation. With a large number of examples, illustrations, and applied problems arising in the area of observation control, this book is excellent as a textbook or reference for a senior or graduate-level course on the subject, as well as a reference for researchers in related fields.
Book Synopsis On the Structure of Optimal Control Policies for Networks of Queues by : Marcelo Bartrolí
Download or read book On the Structure of Optimal Control Policies for Networks of Queues written by Marcelo Bartrolí and published by . This book was released on 1989 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Annals of Applied Probability by :
Download or read book The Annals of Applied Probability written by and published by . This book was released on 1993 with total page 1024 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Proceedings written by and published by . This book was released on 2006 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
