Title :
Event-driven semi-Markov switching state-space control processes
Author :
Jiang, Qimeng ; Xi, H.-S. ; Yin, B.-Q.
Author_Institution :
Sch. of Electr. Eng. & Autom., Hefei Univ. of Technol., Hefei, China
Abstract :
Motivated by the optimisation of network communication systems, this paper presents a hierarchical analytical model for event-driven switching control of stochastic dynamic systems. First, the model called semi-Markov switching state-space control processes is introduced. The semi-Markov kernel and equivalent infinitesimal generator are constructed to characterise the hierarchical dynamics, and the sensitivity formula for performance difference under average criterion is derived based on potential theory. Then, by exploiting the structure of dynamic hierarchy and the features of event-driven policy, an online adaptive optimisation algorithm that combines potentials estimation and policy iteration is proposed. The convergence of this algorithm is also proved. Finally, as an illustrative example, the dynamic service composition problem in service overlay networks is formulated and addressed. Simulation results demonstrate the effectiveness of the presented approach.
Keywords :
Markov processes; iterative methods; optimisation; stochastic systems; dynamic hierarchy; dynamic service composition problem; equivalent infinitesimal generator; event-driven switching control; hierarchical analytical model; hierarchical dynamics; network communication system optimisation; online adaptive optimisation algorithm; performance difference; policy iteration; potential theory; semiMarkov kernel; semiMarkov switching state-space control processes; service overlay network; stochastic dynamic system;
Journal_Title :
Control Theory & Applications, IET
DOI :
10.1049/iet-cta.2011.0174