Optimal resource allocation for stochastic systems performance optimisation of control tasks undergoing stochastic execution times

Optimal Performance Control of Stochastic Dynamical Systems

A family of performance control policies of stochastic dynamic systems are proposed based on the probability density evolution theory and numerical optimizing strategies in the present paper. Firstly, the general form of the control policies of stochastic optimal control systems is raised according to the classical optimal control theory of linear quadratic regulator (LQR). Then, three classes ...

Stochastic Resource Allocation for Energy-Constrained Systems

Battery-powered wireless systems running media applications have tight constraints on energy, CPU, and network capacity, and therefore require the careful allocation of these limited resources to maximize the system’s performance while avoiding resource overruns. Usually, resource-allocation problems are solved using standard knapsack-solving techniques. However, when allocating conservable res...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran

Stochastic Optimal Control for a Class of General Dynamic Resource Allocation Problems⇤

Abstract We consider a class of general dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different types and demand with uncertainty and/or variability. The goal is to determine the allocation capacity for every resource type in order to serve the...

Optimal Resource Allocation in Activity Networks under Stochastic Conditions

We treat the problem of optimally allocating a single resource under uncertainty to the various activities of a project to minimize a certain economic objective composed of resource utilization cost and tardiness cost. Traditional project scheduling methods assume that the uncertainty resides in the duration of the activities. Our research differs from the traditional view in that it assumes th...