Stochastic Dynamic Programming and the Control of Queueing Systems PDF Download
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Author: Linn I. Sennott
Publisher: John Wiley & Sons
ISBN: 9780471161202
Category : Mathematics
Languages : en
Pages : 360
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Book Description
Eine Zusammenstellung der Grundlagen der stochastischen dynamischen Programmierung (auch als Markov-Entscheidungsprozeß oder Markov-Ketten bekannt), deren Schwerpunkt auf der Anwendung der Queueing-Theorie liegt. Theoretische und programmtechnische Aspekte werden sinnvoll verknüpft; insgesamt neun numerische Programme zur Queueing-Steuerung werden im Text ausführlich diskutiert. Ergänzendes Material kann vom zugehörigen ftp-Server abgerufen werden. (12/98)
Author: Linn I. Sennott
Publisher: John Wiley & Sons
ISBN: 9780471161202
Category : Mathematics
Languages : en
Pages : 360
Get Book Here
Book Description
Eine Zusammenstellung der Grundlagen der stochastischen dynamischen Programmierung (auch als Markov-Entscheidungsprozeß oder Markov-Ketten bekannt), deren Schwerpunkt auf der Anwendung der Queueing-Theorie liegt. Theoretische und programmtechnische Aspekte werden sinnvoll verknüpft; insgesamt neun numerische Programme zur Queueing-Steuerung werden im Text ausführlich diskutiert. Ergänzendes Material kann vom zugehörigen ftp-Server abgerufen werden. (12/98)
Author: Linn I. Sennott
Publisher: John Wiley & Sons
ISBN: 0470317876
Category : Mathematics
Languages : en
Pages : 355
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Book Description
A path-breaking account of Markov decision processes-theory and computation This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others. Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined. A great wealth of examples from the application area of the control of queueing systems is presented. Nine numerical programs for the computation of optimal policies are fully explicated. The Pascal source code for the programs is available for viewing and downloading on the Wiley Web site at www.wiley.com/products/subject/mathematics. The site contains a link to the author's own Web site and is also a place where readers may discuss developments on the programs or other aspects of the material. The source files are also available via ftp at ftp://ftp.wiley.com/public/sci_tech_med/stochastic Stochastic Dynamic Programming and the Control of Queueing Systems features: * Path-breaking advances in Markov decision process techniques, brought together for the first time in book form * A theorem/proof format (proofs may be omitted without loss of continuity) * Development of a unified method for the computation of optimal rules of system operation * Numerous examples drawn mainly from the control of queueing systems * Detailed discussions of nine numerical programs * Helpful chapter-end problems * Appendices with complete treatment of background material
Author: George Yin
Publisher: Springer
ISBN: 3030254984
Category : Mathematics
Languages : en
Pages : 593
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Book Description
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Author: Mikhail Yu. Kitaev
Publisher: CRC Press
ISBN: 9780849328626
Category : Business & Economics
Languages : en
Pages : 312
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Book Description
This is the first book completely devoted to controlled queueing systems. The book gathers the newest results of the theory of Markov decision processes related to queueing models and demonstrates their applications to main types of control in queueing systems, including control of arrivals, control of service mechanism, and control of service discipline. Emphasis is placed on conditions providing further "good" structural properties of Markov optimal strategies such as monotonicity, threshold or hysteretic character, and priority. Each chapter is followed by exercises, most of which allow the reader to complete technical fragments of proofs. The text assumes the reader is familiar with standard courses of analysis, probability theory, and queueing theory.
Author: Alexey B. Piunovskiy
Publisher: Luniver Press
ISBN: 1905986300
Category : Mathematics
Languages : en
Pages : 342
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Book Description
World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.
Author: Runtong Zhang
Publisher: Springer Science & Business Media
ISBN: 1846280737
Category : Technology & Engineering
Languages : en
Pages : 175
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Book Description
Every day we experience the annoyance of having to queue. The phenomenon is becoming more prevalent in our increasingly congested and urbanised society. Not only the visible queues in traffic jams, airport check in desks and supermarkets, but the more common invisible queues caused by voice calls and data packets in optical and wireless channels. Queues cost us time, money and resources; so what is the solution to our greater demand for services than there are facilities? Queuing control plays a crucial role in manufacturing and communication networks around the world. This pioneering approach, using fuzzy control to solve queuing control problems, determines explicit solutions to various types of control in queuing systems. The bulk of results have been developed over the past decade and are presented here together for the first time. 21 detailed case studies demonstrate an efficient departure from classical techniques. Unique work creating a new Research and Development topic. Multidisciplinary approach that will benefit researchers and students throughout the fields of artificial intelligence, operations research, optimal control, Internet techniques, communications and traffic control industries. Equipped with an extensive bibliography for easy reference and scope for further study. Existing practical problems, especially those that are unresponsive to conventional control techniques, are solved with the introduction of this novel approach. A systematic framework of the ‘fuzzy control of queuing networks’ is developed through each individual case.
Author: Xi-Ren Cao
Publisher: Springer Science & Business Media
ISBN: 0387690824
Category : Computers
Languages : en
Pages : 575
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Book Description
Performance optimization is vital in the design and operation of modern engineering systems, including communications, manufacturing, robotics, and logistics. Most engineering systems are too complicated to model, or the system parameters cannot be easily identified, so learning techniques have to be applied. This book provides a unified framework based on a sensitivity point of view. It also introduces new approaches and proposes new research topics within this sensitivity-based framework. This new perspective on a popular topic is presented by a well respected expert in the field.
Author: Vikram Krishnamurthy
Publisher: Cambridge University Press
ISBN: 1107134609
Category : Mathematics
Languages : en
Pages : 491
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Book Description
This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.
Author: Nicole Bäuerle
Publisher: Springer Science & Business Media
ISBN: 3642183247
Category : Mathematics
Languages : en
Pages : 393
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Book Description
The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spaces and at the same time show its application by means of numerous examples, mostly taken from the fields of finance and operations research. By using a structural approach many technicalities (concerning measure theory) are avoided. They cover problems with finite and infinite horizons, as well as partially observable Markov decision processes, piecewise deterministic Markov decision processes and stopping problems. The book presents Markov decision processes in action and includes various state-of-the-art applications with a particular view towards finance. It is useful for upper-level undergraduates, Master's students and researchers in both applied probability and finance, and provides exercises (without solutions).
Author: Bent Natvig
Publisher: John Wiley & Sons
ISBN: 0470977132
Category : Mathematics
Languages : en
Pages : 203
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Book Description
Most books in reliability theory are dealing with a description of component and system states as binary: functioning or failed. However, many systems are composed of multi-state components with different performance levels and several failure modes. There is a great need in a series of applications to have a more refined description of these states, for instance, the amount of power generated by an electrical power generation system or the amount of gas that can be delivered through an offshore gas pipeline network. This book provides a descriptive account of various types of multistate system, bound-for multistate systems, probabilistic modeling of monitoring and maintenance of multistate systems with components along with examples of applications. Key Features: Looks at modern multistate reliability theory with applications covering a refined description of components and system states. Presents new research, such as Bayesian assessment of system availabilities and measures of component importance. Complements the methodological description with two substantial case studies. Reliability engineers and students involved in the field of reliability, applied mathematics and probability theory will benefit from this book.
