We study the problem of optimally controlling a multiserver queueing system. Customers arrive in a Poisson fashion and join a single queue, served by N servers, S 1 ,S 2 ,… , S N . The servers have different rates. The service times at each server are independent and exponentially distributed....

This paper uses linear programming to numerically evaluate the Laplace transform of the exit time distribution and the resolvent of the moments of various Markov processes in bounded regions. The linear programming formulation is developed from a martingale characterization of the processes and...

This paper describes theNeighbourhood Search, an effectivemethod that we suggest for constructing Pareto sets in multiple objective problems with conegenerated orders. TheNeighbourhood Search is then applied to discounted Markov Decision Processes, resulting in original statements about...

The maximum packing (MP) policy for dynamic channel assignment in cellular radio communication systems specifies that a new call attempt is admitted whenever there is some way of rearranging channels so that every call can be carried. Otherwise the call is blocked and removed from the system. We...

Relay nodes in an ad hoc network can be modelled as fluid queues, in which the available service capacity is shared by the input and output. In this paper such a relay node is considered; jobs arrive according to a Poisson process and bring along a random amount of work. The total transmission...

Yamnitsky and Levin proposed a variant of Khachiyan's ellopsoid method for testing feasibility of systems of linear inequalities that also runs in polynomial time but uses simplices instead of ellipsoids. Starting with then-simplexS and the half-space {x¦a T x ≤ β}, the algorithm finds a...

This paper deals with the stability of the intersection of a given set $$ X\subset \mathbb{R}^{n}$$ with the solution, $$F\subset \mathbb{R}^{n}$$ , of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the...

This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a bounded region. The solution technique takes advantage of an infinite-dimensional linear programming formulation for the problem which relates the stationary measures to the...

We consider a discrete time Markov Decision Process (MDP) under the discounted payoff criterion in the presence of additional discounted cost constraints. We study the sensitivity of optimal Stationary Randomized (SR) policies in this setting with respect to the upper bound on the discounted...

In this paper, we propose a second order interior point algorithm for symmetric cone programming using a wide neighborhood of the central path. The convergence is shown for commutative class of search directions. The complexity bound is $${O(r^{3/2}\,\log\epsilon^{-1})}$$ for the NT methods, and...