Explicit Solution to a Robust Queueing Control Problem

Abstract

We consider the robust optimal control of a law of large numbers approximation of a stochastic network. The robust control problem is formulated as a differential game, with one player choosing the policies that determine service and routing assignments, and the other choosing quantities such as the arrival and service rates, subject to constraints. The cost to be minimized by the first player and maximized by the second is the time till the origin is reached. An explicit formula is given for the value function, and some of its basic properties are studied.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2001
Accession Number
ADA461259

Entities

People

  • Paul Dupuis

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Applied Mathematics
  • Boundaries
  • Computer Programming
  • Convex Sets
  • Dynamic Programming
  • Dynamics
  • Equations
  • Information Operations
  • Linearity
  • Mathematics
  • Military Research
  • Nonlinear Systems
  • Perturbations
  • Standards
  • Theorems
  • Two Dimensional
  • Viscosity

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Game Theory.
  • Mathematical Modeling and Probability Theory.