Optimization of hybrid stochastic differential systems in communications networks

DOI10.1016/J.NAHS.2015.01.003zbMATH Open1329.93152OpenAlexW1973982894MaRDI QIDQ894298FDOQ894298

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

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zbMATH Keywords

dynamic programmingHamilton-Jacobi-Bellman equationoptimal controlcommunication networksheavy traffic approximationhybrid stochastic differential systems

Mathematics Subject Classification ID

Dynamic programming (90C39) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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 network models in operations research (90B15) Communication networks in operations research (90B18) Optimal stochastic control (93E20)

Cites Work

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• 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 (3)

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

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