A semidefinite programming approach to the optimal control of a single server queueing system with imposed second moment constraints.
P. S. AnsellKevin D. GlazebrookIsi MitraniJosé Niño-MoraPublished in: J. Oper. Res. Soc. (1999)
Keyphrases
- optimal control
- semidefinite programming
- single server
- priority scheduling
- queueing systems
- control problems
- queue length
- state dependent
- heavy traffic
- dynamic programming
- linear programming
- queueing model
- steady state
- interior point methods
- control strategy
- primal dual
- infinite horizon
- kernel matrix
- queueing networks
- linear programming problems
- reinforcement learning
- arrival rate
- parallel machines
- maximum margin
- service times
- special case
- control law
- call center
- linear constraints
- neural network
- long run
- markov chain
- nonlinear programming
- asymptotically optimal
- supply chain
- pairwise
- augmented lagrangian
- machine learning