Convexity and characterization of optimal policies in a dynamic routing problem

DOI10.1007/BF00934897zbMath0527.93067OpenAlexW2074915643MaRDI QIDQ786781

John N. Tsitsiklis

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934897

zbMATH Keywords

infinite horizonoptimal policiesaverage costdynamic routing problemjump disturbancesswitching curvesunreliable queueing systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Reliability, availability, maintenance, inspection in operations research (90B25) Dynamic programming (90C39) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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Cites Work

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