Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity

by Eitan Altman, Bruno Gaujal, Arie Hordijk

Overview

Opening new directions in research in both discrete event dynamic systems as well as in shastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of shastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queuing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, shastic processes, shastic control and optimization, discrete event dynamic systems, algebra.

Product Details

ISBN-13:	9783540203582
Publisher:	Springer Berlin Heidelberg
Publication date:	01/22/2004
Series:	Lecture Notes in Mathematics , #1829
Edition description:	2003
Pages:	316
Product dimensions:	6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

Preface.- Part I: Theoretical Foundations: Multimodularity, Convexity and Optimization; Balanced Sequences; Shastic Event Graphs.- Part II: Admission and Routing Control: Admission Control in Shastic Event Graphs; Applications in Queuing Networks; Optimal Routing; Optimal Routing in two Deterministic Queues.- Part III: Several Extensions: Networks with no Buffers; Vacancies, Service Allocation and Polling; Monotonicity of Feedback Control.- Part IV: Comparisons: Comparison of Queues with Discrete-time Arrival Processes; Simplex Convexity; Orders and Bounds for Multimodular Functions; Regular Ordering.- References.- Index.