CONVEXITY AND CHARACTERIZATION OF OPTIMAL POLICIES IN A DYNAMIC ROUTING PROBLEM

作     者：TSITSIKLIS, JN 

作者机构：Doctoral Student Laboratory for Information and Decision Systems Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology Cambridge Massachusetts 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：1984年第44卷第1期

页      面：105-136页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Stochastic control unreliable queueing systems average cost jump disturbances 

摘      要：An infinite horizon, expected average cost, dynamic routing problem is formulated for a simple failure-prone queueing system, modelled as a continuous time, continuous state controlled stochastic process. We prove that the optimal average cost is independent of the initial state and that the cost-to-go functions of dynamic programming are convex. These results, together with a set of optimality conditions, lead to the conclusion that optimal policies are switching policies, characterized by a set of switching curves (or regions), each curve corresponding to a particular state of the nodes (servers).