Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity

• Main Authors: Altman, Eitan (Author, http://id.loc.gov/vocabulary/relators/aut), Gaujal, Bruno (http://id.loc.gov/vocabulary/relators/aut), Hordijk, Arie (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2003.
• Edition: 1st ed. 2003.
• Series: Lecture Notes in Mathematics, 1829
• Subjects: Probabilities.; System theory.; Combinatorics.; Calculus of variations.; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Calculus of Variations and Optimal Control; Optimization.
• Physical Description: XVI, 316 p. online resource.
• ISBN: 9783540397052
• ISSN: 0075-8434 ;
• DOI: 10.1007/b93837

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.