Sennott Stochastic Dynamic Programming and the Control of Queueing Systems

1. Auflage 2009
ISBN: 978-0-470-31787-7
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 354 Seiten, E-Book

Reihe: Wiley Series in Probability and Statistics

A path-breaking account of Markov decision processes-theory andcomputation
This book's clear presentation of theory, numerous chapter-endproblems, and development of a unified method for the computationof optimal policies in both discrete and continuous time make it anexcellent course text for graduate students and advancedundergraduates. Its comprehensive coverage of important recentadvances in stochastic dynamic programming makes it a valuableworking resource for operations research professionals, managementscientists, engineers, and others.
Stochastic Dynamic Programming and the Control of Queueing Systemspresents the theory of optimization under the finite horizon,infinite horizon discounted, and average cost criteria. It thenshows how optimal rules of operation (policies) for each criterionmay be numerically determined. A great wealth of examples from theapplication area of the control of queueing systems is presented.Nine numerical programs for the computation of optimal policies arefully explicated.
The Pascal source code for the programs is available for viewingand downloading on the Wiley Web site atwww.wiley.com/products/subject/mathematics. The site contains alink to the author's own Web site and is also a place where readersmay discuss developments on the programs or other aspects of thematerial. The source files are also available via ftp atftp://ftp.wiley.com/public/sci_tech_med/stochastic
Stochastic Dynamic Programming and the Control of Queueing Systemsfeatures:
* 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 ofcontinuity)
* Development of a unified method for the computation of optimalrules of system operation
* Numerous examples drawn mainly from the control of queueingsystems
* Detailed discussions of nine numerical programs
* Helpful chapter-end problems
* Appendices with complete treatment of background material

Autoren/Hrsg.

Sennott, Linn I.

Inhaltsverzeichnis

Optimization Criteria.
Finite Horizon Optimization.
Infinite Horizon Discounted Cost Optimization.
An Inventory Model.
Average Cost Optimization for Finite State Spaces.
Average Cost Optimization Theory for Countable State Spaces.
Computation of Average Cost Optimal Policies for Infinite StateSpaces.
Optimization Under Actions at Selected Epochs.
Average Cost Optimization of Continuous Time Processes.
Appendices.
Bibliography.
Index.

Über Autor(innen)

Linn I. Sennott, PhD, is Professor of Mathematics at Illinois State University.