Introduction to Stochastic Dynamic Programming: Probability and Mathematical
Introduction to Stochastic Dynamic Programming: Probability and Mathematical
Optimization over Time
Art and Theory of Dynamic Programming
Art and Theory of Dynamic Programming
Finite State Markovian Decision Processes
Finite State Markovian Decision Processes
Dynamic scheduling to minimize lost sales subject to set-up costs
Queueing Systems: Theory and Applications
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This paper examines a distributed system where users employ a mobile software agent to perform a sequence of tasks associated with different network nodes. Each operation can be carried out either locally or remotely, and may or may not involve moving the agent from one node to another; in general, all these options have different costs. The problem is to determine the optimal agent allocation policy, for a given cost structure and pattern of user demand. The methodology adopted is that of Markov Decision Processes. Two numerical approaches are presented for the general problem, and a closed-form solution is obtained in a non-trivial special case.