Optimality Results for a Simple Flow Control Problem.

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dc.contributor.authorMa, Dye-Jyunen_US
dc.contributor.authorMakowski, Armand M.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:39:06Z
dc.date.available2007-05-23T09:39:06Z
dc.date.issued1987en_US
dc.description.abstractThis paper presents a problem of optimal flow control for discrete-time M|M|l queues, where the decision-maker seeks to maximize the throughput subject to a bound on the average queue size. The problem is cast as a constrained Markov decision process and solved via Lagrangian arguments. The optimal strategy is shown to be a threshold policy which asturates the constraint. The method of analysis proceeds through the discounted version of the Lagrangian problems whose value functions are shown to be integer-concave. Dynamic Programming and stochastic comparison ideas constitute the main ingredients of the solution.en_US
dc.format.extent781531 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4674
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-169en_US
dc.titleOptimality Results for a Simple Flow Control Problem.en_US
dc.typeTechnical Reporten_US

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