編者:(美國)邁恩Sean Meyn,伊利諾斯大學(xué)電子與計算機(jī)工程系教授,IEEE Fellow。擔(dān)任系統(tǒng)與控制、應(yīng)用概率等領(lǐng)域多個期刊的編委。與他人合著的圖書Markov Chains and Stochastic Stability獲1994年ORSA/TIMS最佳著作獎。在MIT4 UTRC等世界各地多個大學(xué)擔(dān)任客座教授。他的研究興趣包括隨機(jī)過程、最優(yōu)化、復(fù)雜網(wǎng)絡(luò)以及信息論等。
圖書目錄
List of Illustrations Preface Dedication 1 Introduction 1.1 Networks in practice 1.2 Mathematical models 1.3 What do you need to know to read this book? 1.4 Notes Part I: Modeling and Control 2 Examples 2.1 Modeling the single server queue 2.2 Klimov model 2.3 Capacity and queueing in communication systems 2.4 Multiple-access communication 2.5 Processor sharing model 2.6 Inventory model 2.7 Power transmission network 2.8 Optimization in a simple re-entrant line 2.9 Contention for resources and instability 2.10 Routing model 2.11 Braess' paradox 2.12 Notes 3 The Single Server Queue 3.1 Representations 3.2 Approximations 3.3 Stability 3.4 Invariance equations 3.5 Big queues 3.6 Model selection 3.7 Notes Exercises 4 Scheduling 4.1 Controlled random-walk model 4.2 Fluid model 4.3 Control techniques for the fluid model 4.4 Comparing fluid and stochastic models 4.5 Structure of optimal policies 4.6 Safety-stocks 4.7 Discrete review 4.8 MaxWeight and MinDrift 4.9 Perturbed value function 4.10 Notes Exercises~ Part II: Workload 5 Workload and Scheduling 5.1 Single server queue 5.2 Workload for the CRW scheduling model 5.3 Relaxations for the fluid model 5.4 Stochastic workload models 5.5 Pathwise optimality and workload 5.6 Hedging in networks 5.7 Notes Exercises 6 Routing and Resource Pooling 6.1 Workload in general models 6.2 Resource pooling 6.3 Routing and workload 6.4 MaxWeight for routing and scheduling 6.5 Simultaneous resource possession 6.6 Workload relaxations 6.7 Relaxations and policy synthesis for stochastic models 6.8 Notes Exercises 7 Demand 7.1 Network models 7.2 Transients 7.3 Workload relaxations 7.4 Hedging in a simple inventory model 7.5 Hedging in networks 7.6 Summary of steady-state control techniques 7.7 Notes Exercises Part III: Stability and Performance 8 Foster-Lyapunov Techniques 8.1 Lyapunov functions 8.2 Lyapunov functions for networks 8.3 Discrete review 8.4 MaxWeight 8.5 MaxWeight and the average-cost optimality equation 8.6 Linear programs for performance bounds 8.7 Brownian workload model 8.8 Notes Exercises 9 Optimization 9.1 Reachability and decomposibility 9.2 Linear programming formulations 9.3 Multiobjective optimization 9.4 Optimality equations 9.5 Algorithms 9.6 Optimization in networks 9.7 One-dimensional inventory model 9.8 Hedging and workload 9.9 Notes Exercises 10 ODE Methods 10.1 Examples 10.2 Mathematical preliminaries 10.3 Fluid limit model 10.4 Fluid-scale stability 10.5 Safety stocks and trajectory tracking 10.6 Fluid-scale asymptotic optimality 10.7 Brownian workload model 10.8 Notes Exercises 11 Simulation and Learning 11.1 Deciding when to stop 11.2 Asymptotic theory for Markov models 11.3 The single-server queue 11.4 Control variates and shadow functions 11.5 Estimating a value function 11.6 Notes Exercises Appendix Markov Models Bibliography Index