State-dependent control of a single stage hybrid system with Poisson arrivals

DOI10.1007/s10626-011-0104-0zbMath1233.90181MaRDI QIDQ763407

Kagan Gokbayrak

Publication date: 9 March 2012

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/21692

zbMATH Keywords

stochastic approximation; infinitesimal perturbation analysis; receding horizon control; Poisson arrivals; hierarchical decomposition; imbedded Markov chains; state-dependent control policy

Mathematics Subject Classification ID

90B36: Stochastic scheduling theory in operations research

93E20: Optimal stochastic control

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Uses Software

• UMDES

Cites Work

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