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具有不确定性路径概率的闭排队网络鲁棒控制策略

唐昊; 奚宏生; 韩江洪; 袁继彬
北大核心万方CSTPCDEngineering Village
合肥工业大学; 测试单位

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.

关键词

Controlled closed queuing networks routing probabilities robust control Markovperformance potentials