文档介绍：Stochastic Dynamic
Programming and
the Control of
Queueing Systems
WILEY’ SERIES IN PROBABlLlTY AND STATISTICS
.4PPLlED PR~~&’D STA TlSTfC5 SI.:C’TIO:V
E’i by WALTER A. SHl?WtiART and SAMUEL. S.
plete list of the titles in this series appears at the end of this votume.
Stochastic Dynamic
Programming and
the Control of
Queueing Systems
LINN I. SENNO'TT
Illinois State University
A Wiley-Interscience Publication
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Library of Congress Cataloging-in-PublicationIlata:
Sennott, Linn I., IY43-
Stochastic dynamic programming and the control of queueing
aystcms
/Linn 1. Sennott.
p. cm.
“A Wiley-ce publication.”
lncludcs bibliographical s and index.
1SBN 0-471-16120-9 (cloth : alk. paper)
1. Stochastic programming. 2. Dynaniic pn~grwnrning. 3. Queueing
theory. I. Title.
1999
5 ’03---&2 I 98-2777
To my husband Jim,
for his unfailing encouragement and support
Contents
Preface xi
1 Introduction 1
Examples, 2