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The centralized optimal stochastic control of call admission (CAC) and routing (RC) problems is analysed for NETCAD systems as formulated in (Z. Ma et al., 2006). In the principal result an HJB equation is derived for the optimal stochastic control of NETCAD systems; this equation is equivalent to a hierarchy of HJB PDEs linked by integral coefficients. In the main example this system of equations...
A stochastic systems framework is established for the formulation of call admission control (CAC) and routing control (RC) problems in loss networks. The state process of the underlying system is a piecewise deterministic Markov process (PDMP) evolving deterministically between random event instants at which times the state jumps to another state value. The random events in the system correspond to...
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