Journal: SIAM Journal on Control and Optimization

Found 84 papers in total
On the distribution of the maximum number of broken machines for the repairman problem
On the distribution of the maximum number of broken machines for the repairman problem
1994,
The repairman problem is considered where a single repairman services M identical...
Ergodic control of Markov chains with constraints-The general case
Ergodic control of Markov chains with constraints-The general case
1994,
The problem of controlling a Markov chain on a countable state space with ergodic or...
Linear programming and average optimality of Markov control processes on Borel spaces-unbounded costs
Linear programming and average optimality of Markov control processes on Borel spaces-unbounded costs
1994,
This paper is concerned with the linear programming formulation of Markov control...
Consumption-investment models with constraints
Consumption-investment models with constraints
1994,
The paper examines a general investment and consumption problem for a single agent who...
Continuous-time shortest path problems and linear programming
Continuous-time shortest path problems and linear programming
1994,
Shortest path problems are considered for a graph in which edge distances can vary...
Sensitivity analysis of parametrized programs via generalized equations
Sensitivity analysis of parametrized programs via generalized equations
1994,
This paper investigates local behavior of optimal solutions of parameterized...
Optimal control of switching diffusions with application to flexible manufacturing systems
Optimal control of switching diffusions with application to flexible manufacturing systems
1993,
A controlled switching diffusion model is developed to study the hierarchical control...
An interior-point method for minimizing the maximum eigenvalue of a linear combination of matrices
An interior-point method for minimizing the maximum eigenvalue of a linear combination of matrices
1993,
An algorithm for minimizing the largest eigenvalue of an affine combination of...
Language stability and stabilizability of discrete event dynamical systems
Language stability and stabilizability of discrete event dynamical systems
1993,
This paper studies the stability and stabilizability of discrete event dynamical...
Weak sharp minima in mathematical programming
Weak sharp minima in mathematical programming
1993,
The notion of a sharp, or strongly unique, minimum is extended to include the...
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes
1993,
Consider the stochastic approximation algorithm . In an important paper, Polyak and...
Optimal switching among several Brownian motions
Optimal switching among several Brownian motions
1992,
For let be a one-dimensional Brownian motion on the interval with absorption at the...
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