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SIAMCO
2008
81views more  SIAMCO 2008»
13 years 7 months ago
Connections between Singular Control and Optimal Switching
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...
Xin Guo, Pascal Tomecek
IOR
2008
82views more  IOR 2008»
13 years 8 months ago
Heavy-Traffic Optimality of a Stochastic Network Under Utility-Maximizing Resource Allocation
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while be...
Heng-Qing Ye, David D. Yao
CORR
2010
Springer
98views Education» more  CORR 2010»
13 years 7 months ago
Structure-Aware Stochastic Control for Transmission Scheduling
In this report, we consider the problem of real-time transmission scheduling over time-varying channels. We first formulate the transmission scheduling problem as a Markov decisio...
Fangwen Fu, Mihaela van der Schaar
ICDCS
2010
IEEE
13 years 11 months ago
Stochastic Steepest-Descent Optimization of Multiple-Objective Mobile Sensor Coverage
—We propose a steepest descent method to compute optimal control parameters for balancing between multiple performance objectives in stateless stochastic scheduling, wherein the ...
Chris Y. T. Ma, David K. Y. Yau, Nung Kwan Yip, Na...
EOR
2008
97views more  EOR 2008»
13 years 8 months ago
Optimization models for the single delay management problem in public transportation
Passengers travelling in public transportation networks often have to use different lines to cover the trip from their origin to the desired destination. As a consequence, the rel...
Géraldine Heilporn, Luigi De Giovanni, Mart...