Continuity of Optimal Values and Solutions for Control of Markov Chains with Constraints
SIAM Journal on Control and Optimization
Stochastic Optimal Control: The Discrete-Time Case
Stochastic Optimal Control: The Discrete-Time Case
Bicriteria Optimization of a Queue with a Controlled Input Stream
Queueing Systems: Theory and Applications
Mathematical Models of Traffic Control in Internet: New Approaches Based of TCP/AQM Schemes
Automation and Remote Control
Control and observation for dynamical queueing networks. I
Automation and Remote Control
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The problem of optimal control of a nonuniform Markov process with a finite state set over a fixed interval in the presence of inequality-like constraints was considered. The design of control relies on the principle of dynamic programming in combination with the methods of convex programming and the duality theory. Two types of conditions under which it is possible to select a Markov optimal control were proposed.