A hamiltonian approach to optimal stochastic resource allocation

DOI10.2307/1425816zbMATH Open0363.60108OpenAlexW2318201814MaRDI QIDQ4137894FDOQ4137894

Authors:

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) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20)

Cited In (8)

• Budget allocations in operational risk management
• Scheduling jobs with controllable processing times as an optimal control problem
• Branching Bandit Processes
• Stochastic scheduling on a single machine subject to multiple breakdowns according to different probabilities
• Controlled jump process models for stochastic scheduling problems
• Decomposable jump decision processes
• On Nonpreemptive Policies for Stochastic Single-Machine Scheduling with Breakdowns
• On the optimal control of a class of continuous time non-Markov decision processes

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