Optimal Control of Birth and Death Processes and Queues,

Abstract

We consider a controlled birth and death process that moves as follows. Upon reaching a state i a pair of birth-death parameters (lambda, mu), is selected from a prescribed set. Then the process remains in the state i until a birth or death occurs according to these parameters, at which time a pair of birth-death parameters is again selected. This is repeated indefinitely. A cost of c(lambda, mu) + h(i) per unit time is incurred for selecting (lambda, mu) when the process is in state i, and a reward is received for each birth. A policy is a rule for successively selecting the birth-death parameters as a function of the state of the process.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA042123

Entities

People

  • Richard F. Serfozo

Organizations

  • Syracuse University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Engineering
  • Industrial Engineering
  • New York
  • Operations Research
  • Probability
  • Random Walk
  • Stochastic Control
  • Transitions
  • Universities

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.
  • Systems Analysis and Design