Mostra el registre parcial de l'element
dc.contributor.author | Dacre, Marcus |
dc.contributor.author | Glazebrook, Kevin |
dc.contributor.author | Niño-Mora, José |
dc.contributor.other | Universitat Pompeu Fabra. Departament d'Economia i Empresa |
dc.date.accessioned | 2017-07-26T10:50:23Z |
dc.date.available | 2017-07-26T10:50:23Z |
dc.date.issued | 1998-06-01 |
dc.identifier | https://econ-papers.upf.edu/ca/paper.php?id=306 |
dc.identifier.citation | Journal of The Royal Statistical Society B, 61, (1999), pp. 747-791 |
dc.identifier.uri | http://hdl.handle.net/10230/1200 |
dc.description.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) optimising the overall system-wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co-workers are deployed to analyse a general multiclass queueing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems. |
dc.format.mimetype | application/pdf |
dc.language.iso | eng |
dc.relation.ispartofseries | Economics and Business Working Papers Series; 306 |
dc.rights | L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.title | The achievable region approach to the optimal control of stochastic systems |
dc.type | info:eu-repo/semantics/workingPaper |
dc.date.modified | 2017-07-23T02:03:47Z |
dc.subject.keyword | achievable region |
dc.subject.keyword | gittins index |
dc.subject.keyword | linear programming |
dc.subject.keyword | load balancing |
dc.subject.keyword | multi-class queueing systems |
dc.subject.keyword | performance space |
dc.subject.keyword | stochastic optimisation threshold policy |
dc.subject.keyword | Statistics, Econometrics and Quantitative Methods |
dc.rights.accessRights | info:eu-repo/semantics/openAccess |