@inproceedings{4f6bebb0cc5c4f38a90ef9b0ac15b4ef,
title = "Stochastic control of network systems II: NETCAD optimal control & the HJB equation",
abstract = "The centralized optimal stochastic control of call admission (CAC) and routing (RC) problems is analysed for NETCAD systems as formulated in [6]. In the principal result an HJB equation is derived for the optimal stochastic control of NETCAD systems; this equation is equivalent to a hierarchy of HJB PDEs linked by integral coefficients. In the main example this system of equations is solved for a very simple network with a Poisson call request process and an exponential connection holding time process.",
author = "Zhongjing Ma and Caines, {Peter E.} and Malham{\'e}, {Roland P.}",
year = "2006",
doi = "10.1109/cdc.2006.377004",
language = "English",
isbn = "1424401712",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "3236--3241",
booktitle = "Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC",
address = "United States",
note = "45th IEEE Conference on Decision and Control 2006, CDC ; Conference date: 13-12-2006 Through 15-12-2006",
}