Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 36th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2004, Hatoyama, Saitama)
Optimal Control for Discrete Event Systems with Arbitrary Control Pattern
Qiying HuWuyi Yue
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2005 Volume 2005 Pages 333-338

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Abstract
In this paper, we present a new model for optimal control of discrete event systems (DESs)with arbitrary control pattern and rewards for choosing control inputs at strings. The performance measure is to maximize the discounted total reward among strings. We divide the problem into three sub-cases where the optimal value is respectively finite, positive infinite and negative infinite. For the case with finite optimal values, the optimality equation is shown and further is characterized with its solutions. Moreover, we show that when the reward function is stationary, the optimality equation and its solution are also stationary. Finally, we apply the above model and results to a job matching problem.
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© 2005 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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