Optimization of hybrid stochastic differential systems in communications networks

DOI10.1016/J.NAHS.2015.01.003MaRDI QIDQ894298zbMATH OpenOpenAlexFDO

Authors Hana Baili

Publication date 30 November 2015

Published in Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nahs.2015.01.003

zbMATH Keywords

communication networksdynamic programmingHamilton-Jacobi-Bellman equationheavy traffic approximationhybrid stochastic differential systemsoptimal control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving relations other than differential equations (49J21) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic network models in operations research (90B15) Communication networks in operations research (90B18) Dynamic programming (90C39) Optimal stochastic control (93E20)

Recommendations

• Ergodic optimization of stochastic differential systems in wireless networks
• Optimal scheduling and power allocation in wireless networks with heavy traffic
• Degenerate Stochastic Control Problems with ExponentialCosts and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle
• scientific article; zbMATH DE number 1342046
• Modelling and optimal control of networked systems with stochastic communication protocols.

Cites work

• Basic Principles and Applications of Probability Theory
• Control of mobile communications with time-varying channels in heavy traffic
• Electric load model synthesis by diffusion approximation of a high-order hybrid-state stochastic system
• Ergodic Control of Switching Diffusions
• Handbook of stochastic methods for physics, chemistry and natural sciences.
• scientific article; zbMATH DE number 3901778 (Why is no real title available?)
• scientific article; zbMATH DE number 845458 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• Optimal Power Allocation for a Time-Varying Wireless Channel Under Heavy-Traffic Approximation
• Reflected Brownian motion on an orthant
• Stochastic differential equations. An introduction with applications.
• Stochastic hybrid control
• The Fokker-Planck equation. Methods of solution and applications.

Cited in

(4)

• Ergodic optimization of stochastic differential systems in wireless networks
• Perturbation analysis of communication networks with feedback control using stochastic hybrid models
• Ergodic Stochastic Optimization Algorithms for Wireless Communication and Networking
• Model predictive control of stochastic hybrid systems with signal temporal logic constraints

This page was built for publication: Optimization of hybrid stochastic differential systems in communications networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894298)