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Optimal control problems on stratifi...

Hong, Yunho.

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Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs./
Author:	Hong, Yunho.
Description:	114 p.
Notes:	Source: Dissertation Abstracts International, Volume: 68-10, Section: B, page: 6942.
Contained By:	Dissertation Abstracts International68-10B.
Subject:	Applied Mechanics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3284938
ISBN:	9780549271925

Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs.
Hong, Yunho.

Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs. - 114 p.

Source: Dissertation Abstracts International, Volume: 68-10, Section: B, page: 6942.

Thesis (Ph.D.)--The Pennsylvania State University, 2007.

We study a class of optimal control problems on stratified domains (OCPSD) and apply the results to an optimal control problem for a single-station multiclass queueing system with finite buffers and overflow costs.

ISBN: 9780549271925Subjects--Topical Terms:

1018410
Applied Mechanics.

Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs.
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020 $a 9780549271925
035 $a (UMI)AAI3284938
035 $a AAI3284938
040 $a UMI $c UMI
100 1 $a Hong, Yunho. $3 1278490
245 1 0 $a Optimal control problems on stratified domains: Application to single-station multiclass queueing systems with finite buffers and overflow costs.
300 $a 114 p.
500 $a Source: Dissertation Abstracts International, Volume: 68-10, Section: B, page: 6942.
502 $a Thesis (Ph.D.)--The Pennsylvania State University, 2007.
520 $a We study a class of optimal control problems on stratified domains (OCPSD) and apply the results to an optimal control problem for a single-station multiclass queueing system with finite buffers and overflow costs.
520 $a In the optimal control problems on stratified domains, we assume that the state space RN admits a stratification as a disjoint union of finitely many embedded submanifolds Mi . The dynamics of the system and the cost function are Lipschitz continuous restricted to each submanifold. We provide conditions, which guarantee the existence of an optimal solution, and study sufficient conditions for optimality. These are obtained by proving a uniqueness result for solutions to a corresponding Hamilton-Jacobi equation with discontinuous coefficients, describing the value function. Our results are motivated by various applications, such as minimum time problems with discontinuous dynamics, and optimization problems constrained to a bounded domain, in the presence of an additional overflow cost at the boundary.
520 $a The multiclass queueing system is modeled to have stochastic fluid flows. We model the problem as an optimal control problem with a closed piecewise smooth reflecting boundary and reflecting cost. For this, we extend the results of OCPSD into the stochastic fluid model. Then, we characterize the value function of the queueing control problem by the unique viscosity solution for a set of Hamilton-Jacobi equations. Furthermore, we validate the Markov chain approximation method in our problem. We illustrate the results and provide a numerical solution for an example problem.
590 $a School code: 0176.
650 4 $a Applied Mechanics. $3 1018410
650 4 $a Operations Research. $3 626629
690 $a 0346
690 $a 0796
710 2 $a The Pennsylvania State University. $3 699896
773 0 $t Dissertation Abstracts International $g 68-10B.
790 $a 0176
791 $a Ph.D.
792 $a 2007
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3284938