The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL
Transactions ID Number: 29-580
Full Name: Alexey Piunovskiy
Position: Reader
Age: ON
Sex: Male
Address: Dept. of Mathem. Sciences, Peach Street, The University of Liverpool
Country: UNITED KINGDOM
Tel: 151-7944737
Tel prefix: +44
Fax:
E-mail address: piunov@liverpool.ac.uk
Other E-mails:
Title of the Paper: Controlled jump Markov processes with local transitions and their fluid approximations
Authors as they appear in the Paper: Alexey Piunovskiy
Email addresses of all the authors: piunov@liverpool.ac.uk
Number of paper pages: 14
Abstract: Stochastic jump processes, especially birth-and-death processes, are widely used in the queuing theory, computer networks and information transmission. The state of such process describes the instant length of the queues (numbers of packets at different edges to be transmitted through the net). If the birth and death rates are big, trajectories of such processes are close to the trajectories of deterministic dynamic systems. Therefore, if we consider the related optimal control problems, we expect that the optimal control strategy in the deterministic (`fluid') model will be nearly optimal in the underlying stochastic model. In the current paper, a new technique for calculating the accuracy of this approximation is described. In a nutshell, instead of the study of trajectories, we investigate the corresponding dynamic programming equations. It should be emphasized that we deal also with multiple-dimensional lattices, so that the results are applicable to complex c!
ommunicating systems of queues. Other areas of application are population dynamics, mathematical epidemiology, and inventory systems.
Keywords: Birth-and-death process, Continuous time Markov chain, Fluid model, Optimal control, Queuing
EXTENSION of the file: .pdf
Special (Invited) Session: Fluid approximation to controlled jump Markov processes with local transitions
Organizer of the Session: 615-155
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