Stochastic Control of Network Systems II: NETCAD Optimal Control & the HJB Equation

Author

Ma, Zhongjing ; Caines, Peter E. ; Malhamé, Roland P.

Author_Institution

Dept. of Electr. & Comput. Eng., McGill Univ., Montreal, Que.

fYear

2006

fDate

13-15 Dec. 2006

Firstpage

3236

Lastpage

3241

Abstract

The centralized optimal stochastic control of call admission (CAC) and routing (RC) problems is analysed for NETCAD systems as formulated in (Z. Ma et al., 2006). In the principal result an HJB equation is derived for the optimal stochastic control of NETCAD systems; this equation is equivalent to a hierarchy of HJB PDEs linked by integral coefficients. In the main example this system of equations is solved for a very simple network with a Poisson call request process and an exponential connection holding time process

Keywords

integral equations; optimal control; partial differential equations; stochastic systems; telecommunication control; telecommunication network routing; Hamilton-Jacobi-Bellman equation; Network Connection Assignment and Departure system; Poisson call request; call admission control; centralized control; integral coefficients; optimal control; partial differential equation; routing control; stochastic control; Centralized control; Control systems; Cost function; Differential equations; Infinite horizon; Integral equations; Optimal control; Poisson equations; Radio control; Stochastic systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2006 45th IEEE Conference on

Conference_Location

San Diego, CA

Print_ISBN

1-4244-0171-2

Type

conf

DOI

10.1109/CDC.2006.377004

Filename

4177678