A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks (Q1085077): Difference between revisions

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Property / author: Henk C. Tijms / rank
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Property / full work available at URL: https://doi.org/10.1016/0167-6377(86)90096-9 / rank
 
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Latest revision as of 16:47, 17 June 2024

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A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks
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    A simple technique in Markovian control with applications to resource allocation to resource allocation in communication networks (English)
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    1986
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    Certain problems occurring in optimal sharing of memory among processors or in optimal allocation servers with blocking can be seen as instances of a general semi-Markov decision problem with exponentially distributed transition times. The paper considers an improved value-iteration algorithm for a discrete semi-Markov decision model. The idea is to create sparse transition matrices by introducing fictitious decision epochs. Numerical experiments are also presented for practical applications with a large number of states.
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    resource allocation
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    communication networks
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    optimal sharing
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    general semi-Markov decision problem
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    exponentially distributed transition times
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    value-iteration algorithm
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