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  • Search: subject:"Myopic and time-uniformly optimality"
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Subject
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Fluid optimal control model 2 Generalized Klimov indices 2 Myopic and time-uniformly optimality 2 Pontryagin maximum principle 2
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Undetermined 2
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Article 2
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Undetermined 2
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Gajrat, S. 2 Hordijk, A. 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
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On the structure of the optimal server control for fluid networks
Gajrat, S.; Hordijk, A. - In: Computational Statistics 62 (2005) 1, pp. 55-75
This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal...
Persistent link: https://www.econbiz.de/10010847857
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Cover Image
On the structure of the optimal server control for fluid networks
Gajrat, S.; Hordijk, A. - In: Mathematical Methods of Operations Research 62 (2005) 1, pp. 55-75
This paper derives the optimal trajectories in a general fluid network with server control. The stationary optimal policy in the complete state space is constructed. The optimal policy is constant on polyhedral convex cones. An algorithm is derived that computes these cones and the optimal...
Persistent link: https://www.econbiz.de/10010950246
Saved in:
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