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RECERCAT Home > Universitat Pompeu Fabra > Departament d'Economia i Empresa > Economics and Business Working Papers Series > View document

Use this identifier to quote or link this document: http://hdl.handle.net/2072/452

dc.contributor	Universitat Pompeu Fabra. Departament d'Economia i Empresa
dc.contributor.author	Dacre, Marcus
dc.contributor.author	Glazebrook, Kevin D.
dc.contributor.author	Niño-Mora, José
dc.date.accessioned	2005-09-15T23:09:41Z
dc.date.available	2005-09-15T23:09:41Z
dc.date.created	1998-06-01T00:00:00Z
dc.date.issued	2005-09-15T23:09:41Z
dc.identifier.uri	http://hdl.handle.net/2072/452
dc.format.extent	398892 bytes
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.relation.ispartofseries	Economics and Business Working Papers Series; 306
dc.rights	Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el departament i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/)
dc.subject.other	Achievable region, Gittins index, linear programming, load balancing, multi-class queueing systems, performance space, stochastic optimisation threshold policy
dc.title	The Achievable Region Approach to the Optimal Control of Stochastic Systems
dc.type	info:eu-repo/semantics/workingPaper
dc.description.abstract	The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co-workers are deployed to analyse a general multiclass queueing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems.

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