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受控排队系统的平均最优与约束平均最优
  • 期刊名称：控制理论与应用 (已录用)
  • 时间：0
  • 分类：O232[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]南方医科大学公共卫生与热带医学学院,广东广州510515, [2]中山大学数学与计算科学学院,广东广州510275
  • 相关基金：国家自然科学基金资助项目（60874004）;教育部博士点基金资助课题（20050558022）.
  • 相关项目：排队系统的最优控制及其应用的研究
关键词： 连续时间马尔可夫决策过程, 平均准则, 受控排队系统, 平均最优平稳策略, 约束平均最优策略, continuous-time Markov decision processes, average criterion, controlled queuing systems, average optimal stationary policy, constrained average optimal policy
中文摘要：

根据连续时间马尔可夫决策过程的平均准则，给出了一种特殊的马尔可夫决策过程一受控排队系统平均最优以及约束最优的新条件．这个新条件仅使用模型的初始数据，但利用了生灭过程的遍历性理论．可以证明受控排队系统存在平均最优平稳策略与约束平均最优策略．

英文摘要：

For a special Markov decision process based on the continuous-time Markov decision processes with the average criterion, a new set of conditions is proposed for both the optimality and constrained optimality for a controlled queuing system. These conditions only employ the initial data of the controlled system, but make use of the ergodicity of a birth and death process. By using the Lagrange multipliers approach, the existence of an average optimal stationary policy and a constrained average-optimal policy can be confirmed.

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