摘要
The paper is concerned with the robust control problems for exponential controlled closed queuing networks (CCQNs) under uncertain routing probabilities. As the rows of some parameter matrices such as infinitesimal generators may be dependent, we first transform the objective vector under discounted-cost criteria into a weighed-average cost. Through the solution to Poisson equation,i.e., Markov performance potentials, we then unify both discounted-cost and average-cost problems to study, and derive the gradient formula of the new objective function with respect to the routing probabilities. Some solution techniques are related for searching the optimal robust control policy.Finally, a numerical example is presented and analyzed.
The paper is concerned with the robust control problems for exponential controlled closed queuing networks (CCQNs) under uncertain routing probabilities. As the rows of some parameter matrices such as infinitesimal generators may be dependent, we first transform the objective vector under discounted-cost criteria into a weighed-average cost. Through the solution to Poisson equation, i.e., Markov performance potentials, we then unify both discounted-cost and average-cost problems to study, and derive the gradient formula of the new objective function with respect to the routing probabilities. Some solution techniques are related for searching the optimal robust control policy. Finally, a numerical example is presented and analyzed.
出处
《自动化学报》
EI
CSCD
北大核心
2005年第3期446-450,共5页
Acta Automatica Sinica
基金
国家自然科学基金，国家自然科学基金，Technology-innovation Groups
关键词
鲁棒控制策略
闭排队网络
不确定性
概率
路径
Computer networks
Markov processes
Matrix algebra
Poisson equation
Probability
Robustness (control systems)
Routers
Theorem proving
