CONTROL OF A RANDOM-WALK WITH NOISY DELAYED INFORMATION

Authors
ALTMAN E KOOLE G
Citation
E. Altman et G. Koole, CONTROL OF A RANDOM-WALK WITH NOISY DELAYED INFORMATION, Systems & control letters, 24(3), 1995, pp. 207-213
Citations number
11
Categorie Soggetti
Controlo Theory & Cybernetics","System Science","Operatione Research & Management Science
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
24
Issue
3
Year of publication
1995
Pages
207 - 213
Database
ISI
SICI code
0167-6911(1995)24:3<207:COARWN>2.0.ZU;2-O
Abstract
We consider the control of a random walk on the nonnegative integers. The controller has two actions. It makes decisions based on noisy info rmation on the current state but on full information on previous state s and actions. We establish the optimality of a threshold policy, when the threshold depends on the last action, and the noisy information. We apply the result to flow and service control problems.