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

Volume

38

Issue

2

fYear

1993

fDate

2/1/1993 12:00:00 AM

Firstpage

354

Lastpage

359

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;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.250492

Filename

250492