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Speaker:

杨建奎,北京邮电大学理学院副教授

Inviter: 姚大成 副研究员
Title:
Exponential Holding Cost in a Single-Server Queue
Time & Venue:

2019.9.26 10:00 N213

Abstract:

The goal of this talk is to illustrate the optimality of reflection control in three different settings, to bring out their connections as well as to contrast their distinctions. In all three cases, we allow an exponentially bounded holding cost function, which appears to be more general than what's allowed in prior studies. This general cost function reveals some previously unknown technical fine points on the optimality of the reflection control, as well as extends significantly its domain of applications. To justify the optimal reflection control to the discrete system, We prove the validity of moment generating function of steady state approximation. With the interchange of limits theorem, we change the asymptotic optimal control problem to a Brownian control problem.

Affiliation: 杨建奎副教授于2004年在南京大学应用数学系获得博士学位,2006年在中国科学院应用数学所博士后出站,之后在北京邮电大学任教至今。期间在香港理工大学先后做过Research Associate和Research Fellow,作为访问学者访问过宾州州立大学。研究方向包括排队论等随机模型、量化分析。论文发表在Operations Research和Operations Research Letters等国际知名期刊。

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