In this paper, the authors present a general framework for the fluid control of multiclass processing networks. They present a tractable approach to address uncertainty in networks of this type. The proposed approach treats the uncertainty in a deterministic manner using the framework of robust optimization. It relies on modeling the fluid control problem as a separated continuous linear program (SCLP) and characterizing its robust counterpart. Specifically, the authors formulate a fluid control problem of multiclass processing networks as an SCLP. They consider uncertainty on arrival and service processes and investigate its robust counterpart. The authors propose two methods to translate an optimal solution for the robust fluid control problem to implementable sequencing policies. Then, they develop a polynomial-time algorithm to derive an optimal solution for the robust fluid control problem of single-server processing networks.
Recensione dell'articolo:(Bertimas, Dimitris; Nasrabadi, Ebrahim; Paschalidis, Ioannis - " Robust fluid processing networks. " - IEEE Trans. Automat. Control 60 (2015), no. 3, 715-728.) MR3318398 MathSciNet ISSN 2167-5163
Leonardo Pasini
2015-01-01
Abstract
In this paper, the authors present a general framework for the fluid control of multiclass processing networks. They present a tractable approach to address uncertainty in networks of this type. The proposed approach treats the uncertainty in a deterministic manner using the framework of robust optimization. It relies on modeling the fluid control problem as a separated continuous linear program (SCLP) and characterizing its robust counterpart. Specifically, the authors formulate a fluid control problem of multiclass processing networks as an SCLP. They consider uncertainty on arrival and service processes and investigate its robust counterpart. The authors propose two methods to translate an optimal solution for the robust fluid control problem to implementable sequencing policies. Then, they develop a polynomial-time algorithm to derive an optimal solution for the robust fluid control problem of single-server processing networks.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
