Difference Equations and the Optimal Control of Single Server Queueing Systems.

Abstract

The report demonstrates the use of difference equations in solving optimal control problems in single server queueing systems. One obtains the discounted or relative cost function associated with a specific stationary policy by solving an appropriate system of difference equations. The policy improvement algorithm is applied parametrically leading to a characterization of the cost function satisfying the functional equation of optimality. It this cost function satisfies an appropriate sufficient condition, the associated stationary policy is optimal. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Mar 22, 1974
Accession Number
AD0782371

Entities

People

  • Frank C. Reed

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Difference Equations
  • Differential Equations
  • Equations
  • Mathematical Analysis
  • Mathematics
  • Stationary

Readers

  • Control Systems Engineering.
  • Cybersecurity.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)