Journal: SIAM Journal on Control and Optimization

Found 84 papers in total
Ergodic control of switching diffusions
Ergodic control of switching diffusions
1997,
We study the ergodic control problem of switching diffusions representing a typical...
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process
1997,
We consider in this paper a continuous time stochastic hybrid control system with...
On approximate solutions in convex vector optimization
On approximate solutions in convex vector optimization
1997,
We prove the existence of stationary Blackwell optimal policies in Markov decision...
Value iteration in a class of communicating Markov decision chains with the average cost criterion
Value iteration in a class of communicating Markov decision chains with the average cost criterion
1996,
Markov decision processes with denumerable state space and discrete time parameter are...
Convergence of the BFGS method for LC convex constrained optimization
Convergence of the BFGS method for LC convex constrained optimization
1996,
This paper proposes a BFGS-SQP method for linearly constrained optimization where the...
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods
1996,
The workload formulation due to Harrison and coworkers of multiclass queueing networks...
Heavy traffic convergence of a controlled multiclass queueing system
Heavy traffic convergence of a controlled multiclass queueing system
1996,
This paper provides a rigorous proof of the connection between the optimal sequencing...
Feedback laws for nonlinear distributed control-problems via Trotter-type product-formulas
Feedback laws for nonlinear distributed control-problems via Trotter-type product-formulas
1995,
A feedback law expressed by means of a Trotter product formula approximation of the...
On an investment-consumption model with transaction costs
On an investment-consumption model with transaction costs
1996,
This paper considers the optimal consumption and investment policy for an investor who...
A diffusion model for Aids in a closed, heterosexual population: Examining rates of infection
A diffusion model for Aids in a closed, heterosexual population: Examining rates of infection
1996,
This paper considers a model for the spread of acquired immunodeficiency syndrome...
Approximations in dynamic zero-sum games
Approximations in dynamic zero-sum games
1996,
The authors develop a unifying approach for approximating a ‘limit’...
Multiplicative interior gradient methods for minimization over the nonnegative orthant
Multiplicative interior gradient methods for minimization over the nonnegative orthant
1996,
The authors introduce a new class of multiplicative iterative methods for solving...
Average optimality in Markov control processes via discounted-cost problems and linear programming
Average optimality in Markov control processes via discounted-cost problems and linear programming
1996,
This paper shows the existence of solutions to the average-cost problem for Markov...
Optimal programs on infinite horizon 1
Optimal programs on infinite horizon 1
1995,
The paper considers the limit behavior, as , of the expression for programs in a...
Optimal programs on infinite horizon 2
Optimal programs on infinite horizon 2
1995,
The paper considers the limit behavior, as , of the expression for programs in a...
Forms of optimal solutions for separated continuous linear programs
Forms of optimal solutions for separated continuous linear programs
1995,
This paper discusses the nature of optimal solutions for a class of continuous linear...
Optimal stopping of a discrete Markov process by two decision makers
Optimal stopping of a discrete Markov process by two decision makers
1995,
In this paper a problem of optimal stopping of the discrete time Markov process by two...
Asymptotic expansion of the waiting time distribution of two models of a closed processor-sharing system: Heavy usage
Asymptotic expansion of the waiting time distribution of two models of a closed processor-sharing system: Heavy usage
1994,
The authors consider the probability distribution Pr(W>t) of the waiting time W in...
Risk-sensitive production planning of stochastic manufacturing systems: A singular perturbation approach
Risk-sensitive production planning of stochastic manufacturing systems: A singular perturbation approach
1995,
This paper is concerned with robust production planning of a stochastic manufacturing...
Multilevel hierarchical decision making in stochastic marketing-production systems
Multilevel hierarchical decision making in stochastic marketing-production systems
1995,
This paper presents an asymptotic analysis of hierarchical marketing-production...
Asymptotic approximations for a queueing network with multiple classes
Asymptotic approximations for a queueing network with multiple classes
1994,
An asymptotic method is described for analyzing the performance of closed, multiple...
Heavy traffic asymptotics for a gated, infinite-server queue with uniform service times
Heavy traffic asymptotics for a gated, infinite-server queue with uniform service times
1994,
The authors consider a gated, infinite-server queue with uniform service times. Using...
Solution of some transportation problems with relaxed or additional constraints
Solution of some transportation problems with relaxed or additional constraints
1994,
The authors consider some modifications of the usual transportation problem by...
A processor-shared queue that models switching times: Heavy usage asymptotics
A processor-shared queue that models switching times: Heavy usage asymptotics
1994,
A closed processor-sharing queueing model that corresponds to M terminals in series...
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