Roland P. Malhamé

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Cahiers du GERAD

39 results — page 2 of 2

G-2012-86
A Stochastic Hybrid State Model for Optimizing Hedging Policies in Manufacturing Systems with Randomly Occurring Defects
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The paper addresses the optimal production control problems for an unreliable manufacturing system that produces items that can be regarded as conforming or ...

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G-2010-58
Performance Analysis and Optimization of Kanban Based Production Policies in Multi-Part Unreliable Transfer Lines
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Optimization of single machine, single part-type dedicated Kanban policies in multi-part transfer lines with unreliable machines is considered. At each prod...

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G-2010-57
Mean Field Stochastic Control in Radial Loss Networks: A Paradigm for Tractable Distributed Network Admission Control
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The computational intractability of the dynamic programming (DP) equations associated with optimal admission and routing in stochastic loss networks of any n...

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G-2009-28
A Stochastic Control/Game Approach to the Optimal Timing of Climate Policies
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This chapter deals with an application of stochastic control or stochastic game methods to the design of optimal timing of climate policies. In the first par...

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G-2008-21
Aggregation Based Approximate Performance Analysis of CONWIP Disciplines in Unreliable Partially Homogeneous Transfer Lines
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We develop an approximate analysis of an arbitrary size homogeneous unreliable transfer line under a CONWIP discipline. Mean total work in process computatio...

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G-2007-45
A Stochastic Control Model for Optimal Timing of Climate Policies
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A stochastic control model is proposed as a paradigm for the design of optimal timing of greenhouse gases (GHG) emissions abatement. The resolution of unce...

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G-2007-54
On the Viscosity Solutions of Hybrid HJB Equations Arising in Loss Network System Control
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In Z. Ma, P.E. Caines, and R.P. Malhamé, ``Control of Loss Network Systems: Call Admission and Routing Control", (submitted to <i>SIAM J. Control...

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G-2007-53
Control of Loss Network Systems: Call Admission and Routing Control
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In this paper the call admission control (CAC) and routing control (RC) problems for loss network systems are studied as optimal stochastic control (OSC) pr...

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G-2006-57
Large Population Stochastic Dynamic Games: Closed-Loop McKean-Vlasov Systems and the Nash Certainty Equivalence Principle
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We consider stochastic dynamic games in large population conditions where multiclass agents are weakly coupled via their individual dynamics and costs. We a...

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G-2001-44
Decomposition/Aggregation Based Dynamic Programming Optimization of Partially Homogeneous Unreliable Transfer Lines
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In this paper, the problem of optimally controlling production in a single part unreliable, manufacturing flow line, subjected to a constant rate of demand ...

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G-2001-40
Downlink Erlang Capacity Estimation in CDMA Cellular Networks
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This paper presents an analysis of the forward link capacity of a cellular network, based on IS-95 CDMA technology. The forward link, or downlink, refers to...

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G-2000-39
Asymptotic Characterization of Wald Type Vector Cumulative Processes
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A combinatorial approach is used to derive asymptotic expressions for arbitrary moments of cumulative vector processes, as the time horizon goes to infinity...

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G-99-19
Optimization of a Class of Decentralized Hedging Policies in a Stochastic Two-Machine Flow Shop
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This paper deals with the optimal production control problem in a stochastic two-machine flow shop. Our aim is to develop approximation techniques for deriv...

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G-97-63
Stochastic Optimal Control Under Poisson Distributed Observations
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Optimal control problems for linear stochastic continuous time systems are considered, where the time domain is decomposed into a finite set of <i>N</i> dis...

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G-97-34
Asymptotics of the Moments of Cumulative Vector Renewal Reward Processes: The Case N(t) + 1
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In this paper, we study the moments of cumulative processes. More specifically, we will evaluate explicitly the expectation of a product of <i>n</i> distinc...

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G-94-32
Asymptotics of the Moments of Cumulative Vector Renewal Reward Processes: The Case N(t)
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A combinatorial approach is used to derive asymptotic expressions for arbitrary moments of cumulative vector renewal reward processes, as the time horizon <...

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G-95-17
Expected Reachability for Piecewise Deterministic Linear Markov Processes
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In this paper, we define expected reachability and reachable set for the class of piecewise linear deterministic systems. We develop formulas for calculatin...

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G-91-29
Criteria for the Ergodicity of Hedging Point Control Policies in Single Part Manufacturing Systems

The Markov renewal viewpoint of single part manufacturing systems under hedging point control policies, subjected to a constant demand for parts rate, is us...

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G-89-37
A Markov Renewal Analysis of the Production Control of a Flexible Manufacturing System under Hedging Point Policies
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The transient statistical evolution of a single product manufacturing system under hedging point control policies is characterized via a system of coupled p...

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