Advertisement

Cybernetics and Systems Analysis

, Volume 43, Issue 2, pp 213–224 | Cite as

Profit maximization and risk minimization in semi-Markovian networks

  • E. A. Lebedev
  • I. A. Makushenko
Article
  • 30 Downloads

Abstract

The problem of profit maximization and risk minimization under stationary conditions is considered for multichannel semi-Markovian networks. Systems of integral equations that describe data handling and profit accumulation in the network are subjected to asymptotic analysis. The objective functions of the optimization problems are expressed explicitly in terms of network parameters.

Keywords

optimal control data flow multichannel network profit maximization risk minimization 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    V. M. Glushkov (ed.), Computer Networks [in Russian], Svyaz’, Moscow (1977).Google Scholar
  2. 2.
    W. A. Massey and W. Whitt, “Networks of infinite-server queues with nonstationary Poisson input,” Queueing Systems, 13 183–250 (1993).MATHCrossRefMathSciNetGoogle Scholar
  3. 3.
    E. A. Lebedev, “Queuing networks with multichannel nodes and recurrent input flow,” Cybern. Syst. Analysis, 37, No. 4, 573–580 (2001).MATHCrossRefGoogle Scholar
  4. 4.
    Ye. A. Lebedev, “Multichannel stochastic networks under critical load conditions,” Cybern. Syst. Analysis, 41, No. 1, 148–156 (2005).MATHCrossRefGoogle Scholar
  5. 5.
    V. V. Vitlins’kii and P. I. Verchenko, Analysis, Simulation, and Control of Economic Risk [in Ukrainian], KNEU, Kyiv (2000).Google Scholar
  6. 6.
    I. N. Kovalenko, N. Yu. Kuznetsov, and V. M. Shurenkov, Random Processes: A Reference Book [in Russian], Naukova Dumka, Kyiv (1983).Google Scholar

Copyright information

© Springer Science+Business Media, Inc. 2007

Authors and Affiliations

  • E. A. Lebedev
    • 1
  • I. A. Makushenko
    • 1
  1. 1.Taras Shevchenko National UniversityKyivUkraine

Personalised recommendations