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Títol:	The achievable region approach to the optimal control of stochastic systems
Autor/a:	Dacre, Marcus; Glazebrook, Kevin; Niño-Mora, José
Altres autors:	Universitat Pompeu Fabra. Departament d'Economia i Empresa
Abstract:	The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.
Matèries:	-achievable region -gittins index -linear programming -load balancing -multi-class queueing systems -performance space -stochastic optimisation threshold policy -Statistics, Econometrics and Quantitative Methods
Drets:	L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Tipus de document:	Document de treball
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