Monotone rate control of permutable GSMPs

• Published in: IEEE Conference on Decision and Control pp. 777 - 782 vol.1
• Main Authors: Glasserman, P., Yao, D.D.
• Format: Conference Proceeding
• Language: English
• Published: IEEE 1992
• Subjects: Cost function; Optimal control

Markovian GSMPs (generalized semi-Markov processes) in which the rates of events are subject to control are considered. A control is monotone if the rate of one event is increasing or decreasing in the number of occurrences of other events. General conditions for the existence of monotone optimal co...