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An Optimal Scheme for Two Competing Queues with Constraints.
(1985)
Two types of traffic, e.g., voice and data, share a single synchronous and noisy communication channel. This situation is modeled as a system of two discrete-time queues with geometric service requirements which compete ...
Stochastic Approximations for Finite-State Markov Chains.
(1989)
This paper develops an a.s. convergence theory for a class of projected Stochastic Approximations driven by finite-state Markov chains. The conditions are mild and are given explicitly in terms of the model data, mainly ...
Adaptive Policies for a System of Competing Queues I: Convergence Results for the Long-Run Average Cost.
(1986)
This paper considers a system of discrete-time queues competing for the attention of a single geometric server. The problem of implementing a given Markov stationary service allocation policy g through an adaptive allocation ...
On the Poisson Equation for Countable Markov Chains: Existence of Solutions and Parameter Dependence by Probabilistic Methods
(1994)
This paper considers the Poisson equation associated with time- homogeneous Markov chains on a countable state space. The discussion emphasizes probabilistic arguments and focuses on three separate issues, namely (i) the ...
On Constrained Optimization of the Klimov Network and Related Markov Decision Processes
(1991)
We solve a constrained version of the server allocation problem for a Klimov network and establish that the optimal constrained schedule is obtained by randomizing between two fixed priority schemes. This generalizes work ...
Estimation and Optimal Control for Constrained Markov Chains.
(1986)
The (optimal) design of many engineering systems can be adequately recast as a Markov decision process, where requirements on system performance are captured in the form of constraints. In this paper, various optimality ...
Stochastic Approximations for Finite-State Markov Chains.
(1987)
In constrained Markov decision problems, optimal policies are often found to depend on quantities which are not readily available due either to insufficient knowledge of the model parameters or to computational difficulties. ...
Analysis and Adaptive Control of a Discrete-Time Single-Server Network with Random-Routing.
(1989)
This paper considers a discrete-time system composed of K infinite capacity queues that compete for the use of a single server. Customers arrive in i.i.d batches and are served according to a server allocation policy. Upon ...
Analysis and Adaptive Control of a Discrete-Time Single-Senrer Network with Random Routing.
(1989)
This paper considers a discrete time system composed of K infinite capacity queues that compete for the use of a single server. Customers arrive in i.i.d batches and are served according to a server allocation policy. Upon ...
Implementation Issues for Markov Decision Processes.
(1986)
In this paper, the problem of steering a long-run average coat functional to a prespecified value is discussed in the context of Markov decision processes wish countable statespace; this problem naturally arises in the ...