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Computing MDP cost function for high speed networks with sample-path and quantization

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3 Author(s)
Junjie Wang ; Hong Kong Univ. of Sci. & Technol., China ; Chin-Tau Lea ; Xi-Ren Cao

In this paper, we apply two techniques to the cost computation in the networking problems. The sample-path-based performance potential theory removes the need of knowing the exact system parameters. Cost quantization, on the other hand, reduces the state space to a manageable size. Numerical results show that considerable computation efforts can be saved without degrading the performance significantly

Published in:

Decision and Control, 1998. Proceedings of the 37th IEEE Conference on  (Volume:2 )

Date of Conference:

16-18 Dec 1998