1.

Record Nr.

UNINA9910144620103321

Autore

Altman Eitan

Titolo

Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity [[electronic resource] /] / by Eitan Altman, Bruno Gaujal, Arie Hordijk

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2003

ISBN

3-540-39705-1

Edizione

[1st ed. 2003.]

Descrizione fisica

1 online resource (XVI, 316 p.)

Collana

Lecture Notes in Mathematics, , 0075-8434 ; ; 1829

Disciplina

510 s

003/.5

Soggetti

Probabilities

System theory

Combinatorics

Calculus of variations

Probability Theory and Stochastic Processes

Systems Theory, Control

Calculus of Variations and Optimal Control; Optimization

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

Preface -- Part I: Theoretical Foundations: Multimodularity, Convexity and Optimization; Balanced Sequences; Stochastic Event Graphs -- Part II: Admission and Routing Control: Admission Control in Stochastic Event Graphs; Applications in Queuing Networks; Optimal Routing; Optimal Routing in two Deterministic Queues -- Part III: Several Extensions: Networks with no Buffers; Vacancies, Service Allocation and Polling; Monotonicity of Feedback Control -- Part IV: Comparisons: Comparison of Queues with Discrete-time Arrival Processes; Simplex Convexity; Orders and Bounds for Multimodular Functions; Regular Ordering -- References -- Index.

Sommario/riassunto

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the



setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.