Stochastic Processes, Optimization, and Control Theory, by Houmin Yan, G. George Yin, Qing Zhang

By Houmin Yan, G. George Yin, Qing Zhang

This edited quantity includes sixteen study articles. It provides contemporary and urgent concerns in stochastic techniques, regulate idea, differential video games, optimization, and their purposes in finance, production, queueing networks, and weather regulate. one of many salient positive aspects is that the booklet is very multi-disciplinary. The booklet is devoted to Professor Suresh Sethi at the social gathering of his sixtieth birthday, in view of his extraordinary profession.

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Stochastic Processes, Optimization, and Control Theory, Edition: 1st Edition.

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P. , “A Theory of Rolling Horizon Decision Making,” Annals of Operations Research, 29, 1991, 387-416. P. , “Deterministic Equivalent for a Continuous-Time Linear-Convex Stochastic Control Problem,” Journal of Optimization Theory and Applications, 64, 1, Jan. 1990, 169-181. , “Dynamic Optimization: Decision and Forecast Horizons,” Systems and Control Encyclopedia Supplementary Volume 1, Madan G. , 1990, 192-198. G. , “Deterministic Retrial Times are Optimal in Queues with Forbidden States,” INFOR, 27, 3, Aug.

30) 4 1 (∆ is chosen in such a way and j, k = 0, 1, . . , ∆ Here i = 0, 1, . . , ∆ 1 that ∆ is an integer). 32) def in which φi1 ,i2 (y1 , y2 ) = y1i1 y2i2 . 2. 0175. 0175. 2). 31) and define the sets Let γi,j,k def Θ∆ N = def ∆ = YN N,∆ (ui , y1,j , y2,k ) : γi,j,k =0 , N,∆ γi,j,k =0 . 2. 0125. 2. to YN The points are represented with or • and have an associated u = 1 or u = 0, respectively. It is possible to construct a feedback control by using two thresholds for the buffer content. As the queue length y2 is decreasing (in the region where y1 < 1), we have a certain threshold for when the control should be dropped and allow the data rate y1 to grow.

Low, F. Paganini and J. 28-43, February 2002. [11] V. Misra, W. Gong and D. Towsley, “A Fluid-based Analysis of a Network of AQM Routers Supporting TCP Flows with an Application to RED”, in Proceedings of ACM SIGCOMM 2000. [12] M. May, J. Bolot, C. Diot and B. Lyles, “Reasons Not to Deploy RED”, in Proceedings of 7th International Workshop on Quality of Service (IWQoS’99), June 1999, London, UK. [13] J. txt. [14] K. Ramakrishnan, S. Floyd and D. txt. [15] R. Srikant, The Mathematics of Internet Congestion Control, Birkha¨ user, Boston, 2004.

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