Title :
On constrained optimization of the Klimov network and related Markov decision processes
Author :
Makowski, Armand M. ; Shwartz, Adam
Author_Institution :
Dept. of Electr. Eng., Maryland Univ., College Park, MD, USA
fDate :
2/1/1993 12:00:00 AM
Abstract :
A constrained version of the server allocation problem for the Klimov network is solved, and it is established that the optimal constrained schedule is obtained by randomizing between two fixed-priority schemes. This generalizes the work of P. Nain and K.W. Ross (1986) in the context of the competing queue problem and also covers the discounted cost case. In order to establish these results, a general framework is developed for optimization under a single constraint in the presence of indexlike policies. This methodology is in principle of wider applicability
Keywords :
Markov processes; decision theory; discrete time systems; optimisation; queueing theory; scheduling; Klimov network; Markov decision processes; competing queue problem; constrained optimization; discounted cost; optimal constrained schedule; queueing theory; server allocation; Cities and towns; Constraint optimization; Cost function; Covariance matrix; Equations; Filtering; Kalman filters; Lattices; Least squares methods; Silicon compounds;
Journal_Title :
Automatic Control, IEEE Transactions on
