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.
Original language | English |
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Title of host publication | Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 3236-3241 |
Number of pages | 6 |
ISBN (Print) | 1424401712, 9781424401710 |
DOIs | |
Publication status | Published - 2006 |
Externally published | Yes |
Event | 45th IEEE Conference on Decision and Control 2006, CDC - San Diego, CA, United States Duration: 13 Dec 2006 → 15 Dec 2006 |
Publication series
Name | Proceedings of the IEEE Conference on Decision and Control |
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ISSN (Print) | 0743-1546 |
ISSN (Electronic) | 2576-2370 |
Conference
Conference | 45th IEEE Conference on Decision and Control 2006, CDC |
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Country/Territory | United States |
City | San Diego, CA |
Period | 13/12/06 → 15/12/06 |
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Ma, Z., Caines, P. E., & Malhamé, R. P. (2006). Stochastic control of network systems II: NETCAD optimal control & the HJB equation. In Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC (pp. 3236-3241). Article 4177678 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/cdc.2006.377004