Optimal control of stochastic networks of $M/M/\infty$ queues with linear costs

Fuente: arXiv
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Main Authors: Carratelli, Giovanni Pugliese, Lestas, Ioannis
Format: Preprint
Published: 2025
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author Carratelli, Giovanni Pugliese
Lestas, Ioannis
author_facet Carratelli, Giovanni Pugliese
Lestas, Ioannis
contents We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We provide in both cases an explicit characterization of the optimal control policies. We also show that these do not involve state feedback, but they depend on the network topology and system parameters. The results are also illustrated with various examples.
format Preprint
id arxiv_https___arxiv_org_abs_2509_08572
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Optimal control of stochastic networks of $M/M/\infty$ queues with linear costs
Carratelli, Giovanni Pugliese
Lestas, Ioannis
Optimization and Control
Systems and Control
93E20, 60K25, 60J27
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We provide in both cases an explicit characterization of the optimal control policies. We also show that these do not involve state feedback, but they depend on the network topology and system parameters. The results are also illustrated with various examples.
title Optimal control of stochastic networks of $M/M/\infty$ queues with linear costs
topic Optimization and Control
Systems and Control
93E20, 60K25, 60J27
url https://arxiv.org/abs/2509.08572