A hamiltonian approach to optimal stochastic resource allocation
- 1 March 1977
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 9 (1), 55-68
- https://doi.org/10.2307/1425816
Abstract
The problem of scheduling items for service with random service times is formulated as an optimal control problem. Pontryagin's maximum principle is used to determine the optimal schedule in certain cases.Keywords
This publication has 7 references indexed in Scilit:
- Contributions to the theory of optimal resource allocationJournal of Applied Probability, 1972
- Some problems of stochastic resource allocationJournal of Applied Probability, 1972
- Optimal Management of a Research and Development ProjectManagement Science, 1971
- Expenditure patterns for risky R and D projectsJournal of Applied Probability, 1971
- Optimal resource allocation in chemical researchAdvances in Applied Probability, 1969
- Letter to the Editor—A Proof of the Optimality of the Shortest Remaining Processing Time DisciplineOperations Research, 1968
- Scheduling with Random Service TimesManagement Science, 1966