Optimization of hybrid stochastic differential systems in communications networks
DOI10.1016/J.NAHS.2015.01.003zbMath1329.93152OpenAlexW1973982894MaRDI QIDQ894298
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
optimal controlHamilton-Jacobi-Bellman equationdynamic programmingcommunication networksheavy traffic approximationhybrid stochastic differential systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Communication networks in operations research (90B18) Applications of optimal control and differential games (49N90) Stochastic network models in operations research (90B15) Dynamic programming (90C39) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55) Existence theories for optimal control problems involving relations other than differential equations (49J21)
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