The Achievable Region Approach to the Optimal Control of Stochastic Systems

  title={The Achievable Region Approach to the Optimal Control of Stochastic Systems},
  author={M. J. Dacre and Kevin Glazebrook},
The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances (the achievable region) of the system of interest, and (ii) optimising the overall system-wide performance objective over this space. This is radically di erent from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co… CONTINUE READING
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