Discounted Stochastic Fluid Programs

References

• Akella R. A., Kumar P. R. Optimal control of production rate in a failure prone manufacturing system. IEEE Trans. Automa. Control AC (1986) 31:116–126Crossref, Google Scholar
• Anick D., Mitra D., Sondhi M. M. Stochastic theory of a datahandling system with multiple sources. Bell System Tech. J. (1982) 61:1871–1894Crossref, Google Scholar
• Bertsekas D. P., Shreve S. E.Stochastic Optimal Control: The Discrete Time Case (1978) (Academic Press, New York) Google Scholar
• Davis M. H. A.Markov Models and Optimization (1993) (Chapman & Hall, London, U.K.) Crossref, Google Scholar
• Hernández-Lerma O., Lasserre J. B.Discrete-Time Markov Control Processes (1996) (Springer-Verlag, New York) Crossref, Google Scholar
• Hinderer K.Grundbegriffe der Wahrscheinlichkeitstheorie (1984) (Springer-Verlag, Berlin, Heidelberg, Germany) Google Scholar
• Hordijk A., Van der Duyn Schouten F. A. Average optimal policies in Markov decision drift processes with applications to a queueing and a replacement model. Adv. Appl. Probab. (1983) 15:274–303Crossref, Google Scholar
• Kushner H. J. Numerical methods for stochastic control problems in continuous time. SIAM J. Control Optim. (1990) 28:999–1048Crossref, Google Scholar
• Kushner H. J., Dupuis P. G.Numerical Methods for Stochastic Control Problems in Continuous Time (1992) (Springer-Verlag, New York) Crossref, Google Scholar
• Presman E., Sethi S. P., Zhang Q. Optimal feedback production planning in a stochastic N-machine flowshop. Automatica (1995) 31:1325–1332Crossref, Google Scholar
• Pullan M. C. An algorithm for a class of continuous linear programs. SIAM J. Control Optim. (1993) 31:1558–1577Crossref, Google Scholar
• Pullan M. C. Forms of optimal solutions for separated continuous linear programs. SIAM J. Control Optim. (1995) 33:1952–1977Crossref, Google Scholar
• Rajagopal S.Optimal Control of Stochastic Fluid-Flow Systems with Applications to Telecommunication and Manufacturing Systems (1995) . Ph.D. dissertation, University of North Carolina, Chapel Hill, NCGoogle Scholar
• Rajagopal S., Kulkarni V. G., Stidham S. Optimal flow control of stochastic fluid-flow systems. IEEE J. Selected Areas Comm. (1995) 13:1219–1228Crossref, Google Scholar
• Rockafellar R. T.Convex Analysis (1970) (Princeton University Press, Princeton, NJ) Crossref, Google Scholar
• Seierstad A., Sydsæter K.Optimal Control Theory with Economic Applications (1987) (North-Holland, Amsterdam, The Netherlands) Google Scholar
• Sethi S. P., Zhang Q.Hierarchical Decision Making in Stochastic Manufacturing Systems (1994) (Birkhäuser, Boston, MA) Crossref, Google Scholar
• Sethi S. P., Soner H. M., Zhang Q., Jiang J. Turnpike sets and their analysis in stochastic production planning problems. Math. Oper. Res. (1992) 17:932–950Link, Google Scholar
• Yushkevich A. A. On reducing a jump controllable Markov model to a model with discrete time. Theory Probab. Appl. (1980) 25:58–69Crossref, Google Scholar