DocumentCode
844736
Title
Solving a dynamic resource allocation problem through continuous optimization
Author
Lu, Yingdong
Author_Institution
IBM T. J. Watson Res. Center, Yorktown Heights, NY, USA
Volume
50
Issue
6
fYear
2005
fDate
6/1/2005 12:00:00 AM
Firstpage
890
Lastpage
894
Abstract
A class of dynamic resource allocation problems with infinite planning horizon are studied. We observe special structures in the dynamic programming formulation of the problem, which enable us to convert it to continuous optimization problems that can be more easily solved. Structural properties of the problems are discussed, and explicit solutions are given for some special cases.
Keywords
dynamic programming; resource allocation; continuous optimization problems; dynamic programming formulation; dynamic resource allocation problem; infinite planning horizon; Control systems; Control theory; Design methodology; Dynamic programming; Nonlinear systems; Output feedback; Resource management; Stability; State feedback; Sufficient conditions; Dynamic programs; knapsack problems; optimization;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2005.849254
Filename
1440579
Link To Document