Accession Number:

ADA461259

Title:

Explicit Solution to a Robust Queueing Control Problem

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE RI LEFSCHETZ CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s):

Report Date:

2001-01-01

Pagination or Media Count:

30.0

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.

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE