# Roland P. Malhamé

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### 37 results — page 2 of 2

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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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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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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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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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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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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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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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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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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A combinatorial approach is used to derive asymptotic expressions for arbitrary moments of cumulative vector processes, as the time horizon goes to infinity...

BibTeX referenceOptimization of a Class of Decentralized Hedging Policies in a Stochastic Two-Machine Flow Shop

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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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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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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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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In this paper, we define expected reachability and reachable set for the class of piecewise linear deterministic systems. We develop formulas for calculatin...

BibTeX referenceCriteria 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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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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