Title :
Solving a dynamic resource allocation problem through continuous optimization
Author_Institution :
IBM T. J. Watson Res. Center, Yorktown Heights, NY, USA
fDate :
6/1/2005 12:00:00 AM
Abstract :
A class of dynamic resource allocation problems with infinite planning horizon are studied. We observe special structures in the dynamic programming formulation of the problem, which enable us to convert it to continuous optimization problems that can be more easily solved. Structural properties of the problems are discussed, and explicit solutions are given for some special cases.
Keywords :
dynamic programming; resource allocation; continuous optimization problems; dynamic programming formulation; dynamic resource allocation problem; infinite planning horizon; Control systems; Control theory; Design methodology; Dynamic programming; Nonlinear systems; Output feedback; Resource management; Stability; State feedback; Sufficient conditions; Dynamic programs; knapsack problems; optimization;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2005.849254
