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Control Techniques for Complex Networks George Mathew and Sean Meyn, Shannon meets Bellman: Feature based Markovian models for detection and optimization S.P. Meyn, Stability and Asymptotic Optimality of Generalized MaxWeight Policies. To appear, SIAM J. Control and Optimization Kun Deng, Wei Chen, Prashant G. Mehta, Sean Meyn, Resource Pooling for Optimal Evacuation of a Large Building. To appear, 47th IEEE Conference on Decision and Control. December 9 - 11, 2008, Cancun, Mexico. I.-K. Cho and S.P. Meyn, Efficiency and Marginal Cost Pricing in Dynamic Competitive Markets with Friction. See also I.-K. Cho and S. P. Meyn. Optimization and the price of anarchy in a dynamic newsboy model. Stochastic Networks, invited session at the INFORMS Annual Meeting, November 13-16, 2005. On Exponential Ergodicity of Multiclass Queueing Networks. D. Gamarnik and S.P. Meyn. Reliability by design in a distributed power transmission network, M. Chen, I.-K. Cho and S.P. Meyn, Automatica 42(8) pp. 1267-1281, 2006. C. Pandit and S.P. Meyn, Robust Measurement-Based Admission Control Using Markov's Theory of Canonical Distributions , IEEE Trans. Info. Theory 52(10) pp. 4504- 4518 (preliminary version presented at ISIT 2003, Yokohama, Japan, June 29 - July 4, 2003.) S. Shakkottai, R. Srikant, and S.P. Meyn, Bounds on the Throughput of Congestion Controllers in the Presence of Feedback Delay, 2001 Conference on Decision and Control, and IEEE/ACM Transactions on Networking (11) pp. 1-10, 2003. S.P. Meyn, Dynamic safety-stocks for asymptotic optimality in stochastic networks. Queueing Systems, Volume 50, pp. 255-297, 2005. (also available in pdf format) I.-K. Cho and S.P. Meyn, Optimization and the Price of Anarchy in a Dynamic Newsboy Model. See also October, 2005 SIAM News survey, SIAM Math model explains high prices in electricity markets and recent presentation. S.P. Meyn, Workload Models for Stochastic Networks: Value Functions and Performance Evaluation. IEEE Transactions on Automatic Control, Vol. 50, No. 8, pp. 1106-1122, 2005. V. Borkar and S.P. Meyn, Value Functions and Performance Evaluation in Stochastic Network Models. Proceedings of the 42nd IEEE Conference on Decision and Control, December 9-12, 2003, Maui, Hawaii. I.-K. Cho and S.P. Meyn, Dynamics of Ancillary Service Prices In Power Distribution Systems. Proceedings of the 42nd IEEE Conference on Decision and Control, December 9-12, 2003, Maui, Hawaii. S.P. Meyn, Sequencing and Routing in Multiclass Queueing Networks. Part I: Feedback Regulation, 2000 IEEE International Symposium on Information Theory, Sorrento, Italy, June 25 - June 30, 2000, and SIAM J. Control and Optimization, Vol. 40, No. 3, pp. 741--776, 2001. (also available in pdf format) S.P. Meyn, Sequencing and Routing in Multiclass Queueing Networks. Part II: Workload Relaxations, SIAM J. Control and Optimization, Vol. 42, No. 1, pp. 178-217, 2003. (also available in pdf format) M. Chen, C. Pandit, and S.P. Meyn, In Search of Sensitivity in Network Optimization. Queueing Systems, Volume 44, No. 4, pp. 313-363, 2003. S. G. Henderson, S. P. Meyn and V. B. Tadic, Performance Evaluation and Policy Selection in Multiclass Networks , Invited paper, Discrete Event Dynamic Systems: Theory and Applications. Volume 13, pp. 149-189, 2003. (also available in pdf format) M. Chen, R. Dubrawski, and S.P. Meyn, Management of demand-driven production systems , IEEE Trans. Auto. Control, 49, pp. 686- 698, May 2004 R-R Chen and S.P. Meyn, Value Iteration and Optimization of Multiclass Queueing Networks , Queueing Systems, 32, pp. 65--97, 1999. S. Henderson and S.P. Meyn, Variance Reduction for Simulation in Multiclass Queueing Networks , IIE Transactions on Operations Engineering, 2003, to appear. (also available in pdf format). S.P. Meyn, Stability and Optimization of Queueing Networks and Their Fluid Models , in the Proceedings of the Summer Seminar on "The Mathematics of Stochastic Manufacturing Systems", Williamsburg, VA, June 17--21, 1996. J. Dai and S.P. Meyn, Stability and Convergence of Moments for Networks and Their Fluid Models, IEEE Transactions on Automatic Control, November, 1995. Comment: "Stability and Fluid Models" is largely based on multi-step drift criteria for stability of Markov chains. See Section 19.1 of Markov Chains and Stochastic Stability, and the Notes at the end of that chapter. D. Eng, J. Humphrey and S.P. Meyn, Fluid Network Models: Linear Programs For Control And Performance Bounds, proceedings of the 13th World Congress of International Federation of Automatic Control, San Francisco, California, June 30 to July 5, 1996. J. Gertler, J. Cruz and M. Peshkin, Eds., Vol. B, pp. 19--24. D.G. Down and S.P. Meyn, Piecewise Linear Test Functions for Stability and Instability of Queueing Networks, presented at the 33rd Conference on Decision and Control. Buena Vista, Florida, December, 1994. pp. 2069--2074, IEEE Press, Piscataway, N.J., and Queueing Systems, Vol. 27, pp. 205-226, 1997. S.P. Meyn, Transience of Multiclass Queueing Networks and Their Fluid Models, Annals of Applied Probability, pp. 946--957, Vol. 5, 1995. D.G. Down and S.P. Meyn, A survey of Markovian methods for stability of Networks, Proceedings of the 11th International Conference on Analysis and Optimization of Systems, Guy Cohen and Jean-Pierre Quadrat (Eds.), Springer-Verlag 1994. P. R. Kumar and S.P. Meyn, Stability of Queueing Networks and Scheduling Policies, IEEE Transactions on Automatic Control, Vol. 40, No. 2, pp. 251--260, February, 1995. P. R. Kumar and S.P. Meyn, Duality and Linear Programs for Stability and Performance Analysis of Queueing Networks and Scheduling Policies, IEEE Transactions on Automatic Control, Vol. 41, No. 1, pp. 4--17, January, 1996. Meyn, S.P. and D. Down, Stability of generalized Jackson networks, Annals of Applied Probability, Vol. 4, pp. 124--148, 1994. S.P. Meyn, Algorithms for Optimization and Stabilization of Controlled Markov Chains, SADHANA (Proceedings of the Indian Academy of Sciences, Engineering Sciences), 24:339--368, October, 1999. S.P. Meyn, The Policy Iteration Algorithm for Average Reward Markov Decision Processes with General State Space, IEEE Trans. Auto. Control, 42:1663--1680, 1997 |
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