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A hamiltonian approach to optimal stochastic resource allocation

Published online by Cambridge University Press:  01 July 2016

P. Nash and
J. C. Gittins
P. Nash
Affiliation:
University of Oxford
J. C. Gittins
Affiliation:
University of Cambridge
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Abstract

The problem of scheduling items for service with random service times is formulated as an optimal control problem. Pontryagin's maximum principle is used to determine the optimal schedule in certain cases.

Keywords

RESOURCE ALLOCATIONSTOCHASTIC SCHEDULINGOPTIMAL CONTROLRESEARCH PROJECT SELECTIONPONTRYAGIN MAXIMUM PRINCIPLEDYNAMIC ALLOCATION INDEX

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 9 , Issue 1 , March 1977, pp. 55 - 68
Copyright
Copyright © Applied Probability Trust 1977 

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