Accession Number : AD0782371
Title : Difference Equations and the Optimal Control of Single Server Queueing Systems.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Reed,Frank C.
Report Date : 22 MAR 1974
Pagination or Media Count : 102
Abstract : The report demonstrates the use of difference equations in solving optimal control problems in single server queueing systems. One obtains the discounted or relative cost function associated with a specific stationary policy by solving an appropriate system of difference equations. The policy improvement algorithm is applied parametrically leading to a characterization of the cost function satisfying the functional equation of optimality. It this cost function satisfies an appropriate sufficient condition, the associated stationary policy is optimal. (Modified author abstract)
Descriptors : *Queueing theory, *Control theory, Difference equations, Stochastic processes, Costs, Optimization, Theorems
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE