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Optimal stochastic switching of dynamic routing in networks

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Publication:1802471
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DOI10.1016/0895-7177(93)90190-AzbMath0772.93083MaRDI QIDQ1802471

Yaakov Yavin

Publication date: 10 October 1993

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)


zbMATH Keywords

optimal stochastic switching


Mathematics Subject Classification ID

Optimal stochastic control (93E20)


Related Items

Control of the transition probabilities of input rates of a flow in a network



Cites Work

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  • Systems governed by ordinary differential equations with continuous, switching and impulse controls
  • Switching and impulsive control of a reflected diffusion
  • On a system of first-order quasi-variational inequalities connected with the optimal switching problem
  • Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
  • An optimal control approach to dynamic routing in networks
  • Optimal control of dynamic routing in networks with randomly perturbed flows
  • The Modeling of Adaptive Routing in Data-Communication Networks
  • A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
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