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Control Techniques for Complex Networks

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ISBN-10: 0521884411

ISBN-13: 9780521884419

Edition: 2008

Authors: Sean Meyn

List price: $99.99
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Description:

Power grids, flexible manufacturing, cellular communications: interconnectedness has consequences. This remarkable book gives the tools and philosophy you need to build network models detailed enough to capture essential dynamics but simple enough to expose the structure of effective control solutions and to clarify analysis. Core chapters assume only exposure to stochastic processes and linear algebra at the undergraduate level; later chapters are for advanced graduate students and researchers/practitioners. This gradual development bridges classical theory with the state-of-the-art. The workload model that is the basis of traditional analysis of the single queue becomes a foundation for…    
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Book details

List price: $99.99
Copyright year: 2008
Publisher: Cambridge University Press
Publication date: 12/10/2007
Binding: Hardcover
Pages: 582
Size: 7.00" wide x 9.75" long x 1.50" tall
Weight: 1.232
Language: English

List of Illustrations
Preface
Dedication
Introduction
Networks in practice
Mathematical models
What do you need to know to read this book?
Notes
Modeling and Control
Examples
Modeling the single server queue
Klimov model
Capacity and queueing in communication systems
Multiple-access communication
Processor sharing model
Inventory model
Power transmission network
Optimization in a simple re-entrant line
Contention for resources and instability
Routing model
Braess' paradox
Notes
The Single Server Queue
Representations
Approximations
Stability
Invariance equations
Big queues
Model selection
Notes
Exercises
Scheduling
Controlled random-walk model
Fluid model
Control techniques for the fluid model
Comparing fluid and stochastic models
Structure of optimal policies
Safety-stocks
Discrete review
MaxWeight and MinDrift
Perturbed value function
Notes
Exercises
Workload
Workload and Scheduling
Single server queue
Workload for the CRW scheduling model
Relaxations for the fluid model
Stochastic workload models
Pathwise optimality and workload
Hedging in networks
Notes
Exercises
Routing and Resource Pooling
Workload in general models
Resource pooling
Routing and workload
MaxWeight for routing and scheduling
Simultaneous resource possession
Workload relaxations
Relaxations and policy synthesis for stochastic models
Notes
Exercises
Demand
Network models
Transients
Workload relaxations
Hedging in a simple inventory model
Hedging in networks
Summary of steady-state control techniques
Notes
Exercises
Stability and Performance
Foster-Lyapunov Techniques
Lyapunov functions
Lyapunov functions for networks
Discrete review
MaxWeight
MaxWeight and the average-cost optimality equation
Linear programs for performance bounds
Brownian workload model
Notes
Exercises
Optimization
Reachability and decomposibility
Linear programming formulations
Multiobjective optimization
Optimality equations
Algorithms
Optimization in networks
One-dimensional inventory model
Hedging and workload
Notes
Exercises
ODE Methods
Examples
Mathematical preliminaries
Fluid limit model
Fluid-scale stability
Safety stocks and trajectory tracking
Fluid-scale asymptotic optimality
Brownian workload model
Notes
Exercises
Simulation and Learning
Deciding when to stop
Asymptotic theory for Markov models
The single-server queue
Control variates and shadow functions
Estimating a value function
Notes
Exercises
Markov Models
Bibliography
Index