Discrete-event Control of Stochastic Networks: Multimodularity and Regularity – Eitan Altman, Bruno Gaujal, Arie Hordijk – 1st Edition

Description

Opening new directions in research in both discrete event dynamic systems as well as in stochastic 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 stochastic 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, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.

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  • Part 1 Theoretical foundations
    1 Multimodularity, convexity and Optimization
    2 Balance Sequences
    3 Stochastic Event Graphs

    Part II admission and routing control
    4 Admission control in stochastic event graphs
    5 Applications in queuing networks
    6 Optimal routing
    7 Optimal routing in two deterministic queues

    Part III Several extensions
    8 Networks with no buffers
    9 Vacancies, service allocation and polling
    10 Monotonicity of feeback control

    Part IV Comparisons
    11 Comparison of queues with discrete- time arrival processes
    12 Simplex convexity
    13 Orders and bounds for multimodular functions
    14 Regular Orering

    References
  • Citation

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