The achievable region approach to the optimal control of stochastic systems
The achievable region approach to the optimal control of stochastic systems
复制标题
随机系统最优控制的可实现区域方法
DOI：
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发表时间：
1999
期刊：
影响因子：
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通讯作者：
J. Niño
中科院分区：
文献类型：
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作者：
M. Dacre;K. Glazebrook;J. Niño
可实现区域方法通过表征感兴趣系统的所有可能性能的空间（可实现区域）并在该空间上优化整个系统范围的性能目标来寻求随机优化问题的解决方案。这是从根本上不同于传统的配方的基础上动态规划。该方法是解释参考一个简单的两类嵌入系统。强大的新方法，由于作者和同事被部署来分析一个一般的多类排队系统与并行服务器，然后开发一种方法来优化负载分布在网络的互连站。最后，首次将该方法用于分析一类强度控制问题。
The achievable region approach seeks solutions to stochastic optimization problems by characterizing the space of all possible performances (the achievable region) of the system of interest and optimizing the overall system‐wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two‐class queueing system. Powerful new methodologies due to the authors and co‐workers are deployed to analyse a general multi‐class queuing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems.