Research output: Contribution to conference - Without ISBN/ISSN › Abstract
Research output: Contribution to conference - Without ISBN/ISSN › Abstract
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TY - CONF
T1 - Optimal Control of Multiple-Facility Queueing Systems
AU - Shone, Robert
PY - 2013
Y1 - 2013
N2 - In this talk we consider queueing systems which are subject to control (e.g. admission control, routing control) by an external decision-maker. These systems can be modelled using Markov Decision Processes (MDPs), and our aim is to determine an optimal "policy" which specifies the most advantageous decisions to be taken. We discuss how the techniques of stochastic dynamic programming can be used to compute optimal policies, and how the "adaptive" methods of reinforcement learning can be used to find near-optimal solutions when the dimensionality of the problem becomes too large.
AB - In this talk we consider queueing systems which are subject to control (e.g. admission control, routing control) by an external decision-maker. These systems can be modelled using Markov Decision Processes (MDPs), and our aim is to determine an optimal "policy" which specifies the most advantageous decisions to be taken. We discuss how the techniques of stochastic dynamic programming can be used to compute optimal policies, and how the "adaptive" methods of reinforcement learning can be used to find near-optimal solutions when the dimensionality of the problem becomes too large.
M3 - Abstract
T2 - EURO 26, Joint EURO-INFORMS Conference
Y2 - 1 July 2013 through 4 July 2013
ER -