| EPSRC Reference: |
GR/M09308/01 |
| Title: |
THE ACHIEVABLE REGION APPROACH TO THE OPTIMAL CONTROL OF STOCHASTIC SYSTEMS |
| Principal Investigator: |
Glazebrook, Professor KD |
| Other Investigators: |
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| Department: |
Mathematics and Statistics |
| Organisation: |
Newcastle University |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 September 1998 |
Ends: |
31 August 2001 |
Value (£): |
123,206
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Professor Glazebrook was awarded EPSRC grant GR/K03043 to develop mathematical programming approaches to the optimisation of stochastic systems in the wake of Bertsimas and Nino-Moras achievable region account of indexable systems. Two particularly powerful methodologies have emerged from this work. First, the primal-dual method, which for some time has been used in deterministic scheduling to design heuristic algorithms with given performance guarantees, has been shown to be an approach of huge potential for the analysis of stochastic systems within achievable region methodology. The second is new capacity to characterise optimal returns from certain types of stochastic systems as a function of the set of customer classes which are allowed access to service. In the proposed research these new methodologies will be utilised both to analyse heuristic policies for a wide range of stochastic systems and to develop effective approaches to load balancing in distributed systems which take account of local scheduling at each station. These two major research themes are accompanied by a commitment to see the achievable region approach extended to new application areas. The latter will include queuing control problems which give attention to the variance of customer response times as well as to their means.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.ncl.ac.uk |