Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
We study the problem of dynamically scheduling a set of state-feedback control tasks controlling a set of linear plants. We consider an on-line non-preemptive scheduling policy th...
Optimal flow control problems of multiple-server (M/M/n) queueing systems are studied. Due to enhanced flexibility of the decision making, intuitively, we expect that grouping tog...
Abstract-- The problem of optimally controlling the processing rate of tasks in Discrete Event Systems (DES) with hard real-time constraints has been solved in [9] under the assump...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...