메뉴 건너뛰기




Volumn 35, Issue 1-4, 2000, Pages 349-380

Fluid approximation of a controlled multiclass tandem network

Author keywords

Fluid optimal control model; Markov decision chain; Pontryagin maximum principle; Stochastic dynamic scheduling; Tandem c rule

Indexed keywords

DECISION THEORY; MARKOV CHAINS; MAXIMUM PRINCIPLE; SCHEDULING; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; STRUCTURAL OPTIMIZATION;

EID: 0034341919     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1023/a:1019162615537     Document Type: Article
Times cited : (11)

References (26)
  • 1
    • 4344702563 scopus 로고
    • Performance evaluation of scheduling control of queueing network: Fluid model heuristics
    • D. Atkins and H. Chen, Performance evaluation of scheduling control of queueing network: Fluid model heuristics, Queueing Systems 21 (1995) 391-413.
    • (1995) Queueing Systems , vol.21 , pp. 391-413
    • Atkins, D.1    Chen, H.2
  • 2
    • 0000215112 scopus 로고
    • Fluid models of sequencing problems in open queueing networks: An optimal control approach
    • eds. F. Kelly and R. Williams, IMA Volumes in Mathematics and its Applications, Springer, New York
    • F. Avram, D. Bertsimas and M. Ricard, Fluid models of sequencing problems in open queueing networks: An optimal control approach, in: Stochastic Networks, eds. F. Kelly and R. Williams, IMA Volumes in Mathematics and its Applications, Vol. 71 (Springer, New York, 1995) pp. 199-234.
    • (1995) Stochastic Networks , vol.71 , pp. 199-234
    • Avram, F.1    Bertsimas, D.2    Ricard, M.3
  • 3
    • 0034341891 scopus 로고    scopus 로고
    • Optimal control of single-server fluid networks
    • N. Bäuerle and U. Rieder, Optimal control of single-server fluid networks, Queueing Systems 35 (2000) 185-200 (this volume).
    • (2000) Queueing Systems , vol.35 , pp. 185-200
    • Bäuerle, N.1    Rieder, U.2
  • 4
    • 0000658047 scopus 로고
    • Discrete flow networks: Bottlenecks analysis and fluid approximations
    • H. Chen and A. Mandelbaum, Discrete flow networks: Bottlenecks analysis and fluid approximations, Math. Oper. Res. 16(2) (1991) 408-446.
    • (1991) Math. Oper. Res. , vol.16 , Issue.2 , pp. 408-446
    • Chen, H.1    Mandelbaum, A.2
  • 5
    • 0027696240 scopus 로고
    • Dynamic scheduling of a multiclass fluid networks
    • H. Chen and D. Yao, Dynamic scheduling of a multiclass fluid networks, Oper. Res. 41(6) (1993) 1104-1115.
    • (1993) Oper. Res. , vol.41 , Issue.6 , pp. 1104-1115
    • Chen, H.1    Yao, D.2
  • 6
    • 0003077340 scopus 로고
    • On positive Harris recurrence for multiclass queueing networks: A unified approach via fluid limit models
    • J.G. Dai, On positive Harris recurrence for multiclass queueing networks: A unified approach via fluid limit models, Ann. Appl. Probab. 5(1) (1995) 49-77.
    • (1995) Ann. Appl. Probab. , vol.5 , Issue.1 , pp. 49-77
    • Dai, J.G.1
  • 10
    • 0002239303 scopus 로고
    • On the convergence of moments in stationary Markov chains
    • P.J. Holewijn and A. Hordijk, On the convergence of moments in stationary Markov chains, Stochastic Process. Appl. 3 (1975) 55-64.
    • (1975) Stochastic Process. Appl. , vol.3 , pp. 55-64
    • Holewijn, P.J.1    Hordijk, A.2
  • 11
    • 84872987675 scopus 로고
    • Dynamic programming and its applications
    • A. Hordijk, Dynamic programming and its applications, Math. Center Tract. 51 (1974).
    • (1974) Math. Center Tract. , vol.51
    • Hordijk, A.1
  • 12
    • 0002296634 scopus 로고
    • On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes
    • A. Hordijk and G. Koole, On the optimality of LEPT and μc rules for parallel processors and dependent arrival processes, Adv. in Appl. Probab. 25 (1993) 979-996.
    • (1993) Adv. in Appl. Probab. , vol.25 , pp. 979-996
    • Hordijk, A.1    Koole, G.2
  • 13
    • 3142535104 scopus 로고    scopus 로고
    • On suboptimal policies in multiclass tandem models
    • A. Hordijk and G. Koole, On suboptimal policies in multiclass tandem models, Probab. Engrg. Inform. Sci. 10 (1996) 29-39.
    • (1996) Probab. Engrg. Inform. Sci. , vol.10 , pp. 29-39
    • Hordijk, A.1    Koole, G.2
  • 17
    • 0000006155 scopus 로고    scopus 로고
    • The policy improvement algorithm for Markov decision processes with general state space
    • December
    • S.P. Meyn, The policy improvement algorithm for Markov decision processes with general state space, IEEE Trans. Automat. Control (December 1997).
    • (1997) IEEE Trans. Automat. Control
    • Meyn, S.P.1
  • 18
    • 0000834346 scopus 로고
    • Dynamic scheduling with convex delay costs: The generalized cμ rule
    • J.A. van Mieghem, Dynamic scheduling with convex delay costs: The generalized cμ rule, Ann. Appl. Probab. 5(3) (1995) 808-833.
    • (1995) Ann. Appl. Probab. , vol.5 , Issue.3 , pp. 808-833
    • Van Mieghem, J.A.1
  • 20
    • 0030151501 scopus 로고    scopus 로고
    • A duality theory for separated continuous linear programs
    • M.C. Pullan, A duality theory for separated continuous linear programs, SIAM J. Control Optim. 34(3) (1996) 931-965.
    • (1996) SIAM J. Control Optim. , vol.34 , Issue.3 , pp. 931-965
    • Pullan, M.C.1
  • 23
    • 0000334914 scopus 로고
    • Ergodicity of stochastic processes describing the operations of open queueing networks
    • A.N. Rybko and A.L. Stolyar, Ergodicity of stochastic processes describing the operations of open queueing networks, Problems Inform. Transmission 28 (1992) 199-220.
    • (1992) Problems Inform. Transmission , vol.28 , pp. 199-220
    • Rybko, A.N.1    Stolyar, A.L.2
  • 24
    • 0001060796 scopus 로고
    • Sufficient conditions in optimal control theory
    • A. Seierstad and K. Sydsæter, Sufficient conditions in optimal control theory, Internat. Econom. Rev. 18(2) (1977) 367-391.
    • (1977) Internat. Econom. Rev. , vol.18 , Issue.2 , pp. 367-391
    • Seierstad, A.1    Sydsæter, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.