A hamiltonian approach to optimal stochastic resource allocation
From MaRDI portal
Publication:4137894
DOI10.2307/1425816zbMath0363.60108MaRDI QIDQ4137894
No author found.
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
90B35: Deterministic scheduling theory in operations research
93E20: Optimal stochastic control
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
49L99: Hamilton-Jacobi theories
Related Items
BUDGET ALLOCATIONS IN OPERATIONAL RISK MANAGEMENT, Decomposable jump decision processes, 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, Branching Bandit Processes, On Nonpreemptive Policies for Stochastic Single-Machine Scheduling with Breakdowns, Controlled jump process models for stochastic scheduling problems, On the optimal control of a class of continuous time non-Markov decision processes