English, Article, Journal or magazine article edition: The Achievable Region Approach to the Optimal Control of Stochastic Systems Marcus Dacre; Kevin Glazebrook; José Niño-Mora

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/112149
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Achievable Region Approach to the Optimal Control of Stochastic Systems
Author
  • Marcus Dacre
  • Kevin Glazebrook
  • José Niño-Mora
Physical Description
  • preprint
Notes
  • The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co-workers are deployed to analyse a general multiclass queueing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems.
  • Achievable region, Gittins index, linear programming, load balancing, multi-class queueing systems, performance space, stochastic optimisation threshold policy
  • RePEc:upf:upfgen:306
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment