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A hamiltonian approach to optimal stochastic resource allocation

Published online by Cambridge University Press:  01 July 2016

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

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.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1977 

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References

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