A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory

DOI10.1287/IJOC.6.3.300MaRDI QIDQ4698236zbMATHOpenAlexFDO

Authors Harold J. Kushner, Jichuan Yang

Publication date 9 October 1995

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.6.3.300

zbMATH Keywords

routingheavy traffic limit theoremsMarkov chain approximation methodlarge networks of the trunk line typeoptimal ergodic cost problem

Mathematics Subject Classification ID

Dynamic programming (90C39) Transportation, logistics and supply chain management (90B06) Stochastic network models in operations research (90B15) Optimal stochastic control (93E20)

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• Controlled and optimally controlled multiplexing systems: A numerical exploration
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• Approximations of large trunk line systems under heavy traffic
• An effective numerical method for controlled routing in large trunk line networks
• A numerical method for reflected diffusions: Control of the reflection directions and applications
• Optimization and design of network routing using refined asymptotic approximations

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