Title :
Stochastic Control of Network Systems II: NETCAD Optimal Control & the HJB Equation
Author :
Ma, Zhongjing ; Caines, Peter E. ; Malhamé, Roland P.
Author_Institution :
Dept. of Electr. & Comput. Eng., McGill Univ., Montreal, Que.
Abstract :
The centralized optimal stochastic control of call admission (CAC) and routing (RC) problems is analysed for NETCAD systems as formulated in (Z. Ma et al., 2006). In the principal result an HJB equation is derived for the optimal stochastic control of NETCAD systems; this equation is equivalent to a hierarchy of HJB PDEs linked by integral coefficients. In the main example this system of equations is solved for a very simple network with a Poisson call request process and an exponential connection holding time process
Keywords :
integral equations; optimal control; partial differential equations; stochastic systems; telecommunication control; telecommunication network routing; Hamilton-Jacobi-Bellman equation; Network Connection Assignment and Departure system; Poisson call request; call admission control; centralized control; integral coefficients; optimal control; partial differential equation; routing control; stochastic control; Centralized control; Control systems; Cost function; Differential equations; Infinite horizon; Integral equations; Optimal control; Poisson equations; Radio control; Stochastic systems;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377004
