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