CONTROLLED MARKOV-CHAINS AND STOCHASTIC NETWORKS

被引：27

作者：

BORKAR, VS

机构：

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1983年 / 21卷 / 04期

关键词：

D O I：

10.1137/0321039

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Controlled Markov chains with average cost criterion and with special cost and transition structures are studied. Existence of optimal stationary strategies is established for the average cost criterion. Corresponding dynamic programming equations are derived. A stochastic network problem that includes interconnected queues as a special case is described and studied within this framework.

引用

页码：652 / 666

页数：15

共 8 条

[1]

Billingsley P, 1968, CONVERGENCE PROBABIL

[2]

Dynkin EB, 1979, CONTROLLED MARKOV PR

[3] A SIMPLE DYNAMIC ROUTING PROBLEM [J].

EPHREMIDES, A ;

VARAIYA, P ;

WALRAND, J .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (04) :690-693

[4] NOTE ON SIMULTANEOUS RECURRENCE CONDITIONS ON A SET OF DENUMERABLE STOCHASTIC MATRICES [J].

FEDERGRUEN, A ;

HORDIJK, A ;

TIJMS, HC .

JOURNAL OF APPLIED PROBABILITY, 1978, 15 (04) :842-847

[5]

Freedman, 1971, MARKOV CHAINS

[6]

Loeve M., 1978, PROBABILITY THEORY, VII

[7]

ROSBERG Z, 1980, UCBERL M8042 U CAL E

[8]

ROSS SM, 1970, APPLIED PROBABILITY

← 1 →