Optimality Results for a Simple Flow Control Problem

Abstract

This paper presents a problem of optimal flow control for discrete-time M|M|1 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 saturates 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.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1987
Accession Number
ADA451823

Entities

People

  • Armand M. Makowski
  • Dye-jyun Ma

Organizations

  • University of Maryland

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Dynamic Programming
  • Electrical Engineering
  • Engineering
  • Flow
  • Hypervelocity Flow
  • Information Operations
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research