Controlled Diffusion Approximations For Controlled Queueing Systems
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Controlled Diffusion Approximations For Controlled Queueing Systems
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Author : Steven Shreve
language : en
Publisher:
Release Date : 1998
Controlled Diffusion Approximations For Controlled Queueing Systems written by Steven Shreve and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with categories.
Four problem areas were studied. These are: (1) controlled heavy traffic queueing systems, (2) queueing systems with due dates, (3) backward-forward stochastic differential equations, and (4) Ginzburg-Landau equations and evolving interfaces. In areas (1) and (2), diffusion approximations were obtained for queues in heavy traffic. In (3), connections were established between quasi-linear partial differential equations and diffusion processes constructed via a new class of stochastic differential equations. Finally, (4) provides a study of the partial differential equation characterizing vortices in superconducting material in three dimensions.
On Diffusion Approximation Of Controlled Queueing Processes
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Author : Yu-Chung Liao
language : en
Publisher:
Release Date : 1982
On Diffusion Approximation Of Controlled Queueing Processes written by Yu-Chung Liao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Diffusion processes categories.
A queueing system can be controlled by switching service rate. When there is a cost to change service rate, the control problem turns out to be a sequential decision problem, i.e., to find a sequence of optimal stopping times to switch service rate. Under heavy traffic conditions, we show that the optimal cost functions of controlled rescaled queueing processes converge to that of corresponding controlled diffusions for finite time and for infinite time with discount factor criterions.
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-06-08
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-08 with Mathematics categories.
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.
Controlled Queueing Systems
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Author : Mikhail Yu. Kitaev
language : en
Publisher: CRC Press
Release Date : 1995-08-30
Controlled Queueing Systems written by Mikhail Yu. Kitaev and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-08-30 with Business & Economics categories.
This is the first book completely devoted to controlled queueing systems. The book gathers the newest results of the theory of Markov decision processes related to queueing models and demonstrates their applications to main types of control in queueing systems, including control of arrivals, control of service mechanism, and control of service discipline. Emphasis is placed on conditions providing further "good" structural properties of Markov optimal strategies such as monotonicity, threshold or hysteretic character, and priority. Each chapter is followed by exercises, most of which allow the reader to complete technical fragments of proofs. The text assumes the reader is familiar with standard courses of analysis, probability theory, and queueing theory.
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-21
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Mathematics categories.
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.
Diffusion Approximations For Bulk Queues And Inventory Control Models
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Author : Singha Chiamsiri
language : en
Publisher:
Release Date : 1979
Diffusion Approximations For Bulk Queues And Inventory Control Models written by Singha Chiamsiri and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Approximation theory categories.
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks
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Author : Harold Kushner
language : en
Publisher: Springer
Release Date : 2013-11-17
Heavy Traffic Analysis Of Controlled Queueing And Communication Networks written by Harold Kushner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-17 with Mathematics categories.
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.
Scheduling And Control Of Queueing Networks
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Author : Gideon Weiss
language : en
Publisher: Cambridge University Press
Release Date : 2021-10-14
Scheduling And Control Of Queueing Networks written by Gideon Weiss and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-14 with Business & Economics categories.
A graduate text on theory and methods using applied probability techniques for scheduling service, manufacturing, and information networks.
Stochastic Controls
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Author : Jiongmin Yong
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Controls written by Jiongmin Yong and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
Diffusion Apporximations To Multi Server Queueing Systems
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Author : Baruch Halachmi
language : en
Publisher:
Release Date : 1974
Diffusion Apporximations To Multi Server Queueing Systems written by Baruch Halachmi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.