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Control of dynamic routing in networks with Markov jump parameters

โœ Scribed by Y. Yavin; C. Frangos

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
643 KB
Volume
18
Category
Article
ISSN
0895-7177

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โœฆ Synopsis

A stochastic control problem concerning the dynamic routing of a randomly perturbed flow in a network is considered. The main source for the random perturbations in the network is a random failure and repair process that is modelled here by Markov jump parameters. Sufficient conditions on optimal feedback routing laws are stated, and the cost functional is computed for an example using a suboptimal routing law.

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