Explicit Solution to a Robust Queueing Control Problem

Authors:
Paul Dupuis
Affiliations:
-
Venue:
SIAM Journal on Control and Optimization
Year:
2003

Citing 0
Cited 3

Explicit Solution for a Network Control Problem in the Large Deviation Regime

Queueing Systems: Theory and Applications
A differential game formulation of a controlled network

Queueing Systems: Theory and Applications
Asymptotically Optimal Controls for Time-Inhomogeneous Networks

SIAM Journal on Control and Optimization

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Abstract

We consider the robust optimal control of a law of large numbers approximation of a stochastic network. The robust control problem is formulated as a differential game, with one player choosing the policies that determine service and routing assignments and the other choosing quantities such as the arrival and service rates, subject to constraints. The cost to be minimized by the first player and maximized by the second is the time until the origin is reached. An explicit formula is given for the value function, and some of its basic properties are studied.