| 引用本文: | 张兰兰,郭先平.受控排队系统的平均最优与约束平均最优[J].控制理论与应用,2009,26(2):139~144.[点击复制] |
| ZHANG Lan-lan,GUO Xian-ping.Average optimality and constrained average optimality for controlled queuing systems[J].Control Theory and Technology,2009,26(2):139~144.[点击复制] |
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| 受控排队系统的平均最优与约束平均最优 |
| Average optimality and constrained average optimality for controlled queuing systems |
| 摘要点击 1916 全文点击 1080 投稿时间：2007-07-12 修订日期：2008-05-16 |
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| DOI编号 |
| 2009,26(2):139-144 |
| 中文关键词 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 |
| 英文关键词 continuous-time Markov decision processes average criterion controlled queuing systems average optimal stationary policy constrained average optimal policy |
| 基金项目 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). |
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| 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－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. |