Stochastic Control of Network Systems I: NETCAD State Space Structure & Dynamics

A stochastic systems framework is established for the formulation of call admission control (CAC) and routing control (RC) problems in loss networks. The state process of the underlying system is a piecewise deterministic Markov process (PDMP) evolving deterministically between random event instants at which times the state jumps to another state value. The random events in the system correspond to the arrival of call requests or the departure of connections. The system state process is hybrid since it possesses positive integer and positive real valued components. The resulting NETCAD stochastic state space systems framework permits the formulation and analysis of centralized optimal stochastic control with respect to specified utility functions, see (Z. Ma et al., 2006)