In this paper the authors study a problem concerning multi-modular properties related to stochastic fluid systems. In particular, they use this framework to study the optimal control policy for a fluid queue. A fluid queue is a storage system where input is modelled by fluid, which is processed out of the system at some rate depending on the state of queues and other external factors. In this context they affirm that the cost function for the system is multi-modular with respect to the control actions, so that the optimal policy is a bracket sequence, that is, a binary sequence whose terms are an expression of the maximum proportion p of packets that may be lost in the system. Leonardo Pasini

Recensione dell'articolo: (Gaujal, Bruno; Rabehasaina, Landi - " Open-loop control of stochastic fluid systems and applications " - Oper.Res.Lett. 35 (2007), no.4, 455–462.)

PASINI, Leonardo
2008

Abstract

In this paper the authors study a problem concerning multi-modular properties related to stochastic fluid systems. In particular, they use this framework to study the optimal control policy for a fluid queue. A fluid queue is a storage system where input is modelled by fluid, which is processed out of the system at some rate depending on the state of queues and other external factors. In this context they affirm that the cost function for the system is multi-modular with respect to the control actions, so that the optimal policy is a bracket sequence, that is, a binary sequence whose terms are an expression of the maximum proportion p of packets that may be lost in the system. Leonardo Pasini
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11581/332187
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