Convex stochastic fluid programs with average cost.
From MaRDI portal
Publication:5945755
DOI10.1006/jmaa.2000.7400zbMath1057.90005OpenAlexW2085875325MaRDI QIDQ5945755
Publication date: 9 April 2002
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://publikationen.bibliothek.kit.edu/1000043715
Hamilton-Jacobi-Bellman equationmanufacturing systemaverage costmulticlass queueing networkstochastic fluid programsvanishing discount approachverification theorem
Queues and service in operations research (90B22) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (2)
MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY ⋮ Mean field Markov decision processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal production planning in a stochastic manufacturing system with long-run average cost
- Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost
- Optimal control of single-server fluid networks
- On positive Harris recurrence of multiclass queueing networks: A unified approach via fluid limit models
- Optimal feedback production planning in a stochastic \(N\)-machine flowshop
- On positive harris recurrence of stochastic fluid networks
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Average Cost Semi-Markov Decision Processes and the Control of Queueing Systems
- Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model
- Optimal control of production rate in a failure prone manufacturing system
- Optimality of Zero-Inventory Policies for Unreliable Manufacturing Systems
- Average Cost Optimal Stationary Policies in Infinite State Markov Decision Processes with Unbounded Costs
- Optimal average cost manufacturing flow controllers: convexity and differentiability
- Average Optimality in Dynamic Programming with General State Space
- Error bounds for rolling horizon policies in discrete-time Markov control processes
- State Constraints in Convex Control Problems of Bolza
- Discounted Stochastic Fluid Programs
- Conservation laws for single-server fluid networks
This page was built for publication: Convex stochastic fluid programs with average cost.
