Convexity and characterization of optimal policies in a dynamic routing problem

DOI10.1007/BF00934897zbMath0527.93067OpenAlexW2074915643MaRDI QIDQ786781

John N. Tsitsiklis

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934897

zbMATH Keywords

infinite horizonoptimal policiesaverage costdynamic routing problemjump disturbancesswitching curvesunreliable queueing systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (11)

Infinitesimal perturbation analysis for second derivative estimation and design of manufacturing flow controllers ⋮ The consensus problem in the behavioral approach ⋮ Monotonicity of optimal flow control for failure-prone production systems ⋮ Reach a nonlinear consensus for MAS via doubly stochastic quadratic operators ⋮ Exponential convergence of a distributed algorithm for solving linear algebraic equations ⋮ Distributed stochastic subgradient projection algorithms for convex optimization ⋮ On the stability of asynchronous iterative processes ⋮ Convergence rate for consensus with delays ⋮ On the mathematics of emergence ⋮ Some aspects of parallel and distributed iterative algorithms - a survey ⋮ Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models

Cites Work

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• A Basic Dynamic Routing Problem and Diffusion
• Queuing Models with Lane Selection: A New Class of Problems
• Optimal Control of a Service Facility with Variable Exponential Service Times and Constant Arrival Rate

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