A hamiltonian approach to optimal stochastic resource allocation

DOI10.2307/1425816zbMath0363.60108OpenAlexW2318201814MaRDI QIDQ4137894

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Publication date: 1977

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425816

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Optimal stochastic control (93E20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Hamilton-Jacobi theories (49L99)

Related Items (8)

Controlled jump process models for stochastic scheduling problems ⋮ Stochastic scheduling on a single machine subject to multiple breakdowns according to different probabilities ⋮ Scheduling jobs with controllable processing times as an optimal control problem ⋮ Decomposable jump decision processes ⋮ On the optimal control of a class of continuous time non-Markov decision processes ⋮ BUDGET ALLOCATIONS IN OPERATIONAL RISK MANAGEMENT ⋮ Branching Bandit Processes ⋮ On Nonpreemptive Policies for Stochastic Single-Machine Scheduling with Breakdowns

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