Abstract
We consider the optimal control problem for the load of several communication channels defined by independent Markov jump processes. Implicit information on the state of a channel is available in the form of a flow of losses whose intensity is proportional to the controllable load of this channel. The optimized functionals take into account the total throughput of channels and energy costs for data transmission over a fixed interval of time. We obtain optimal filtering equations for joint estimation of channel states. We construct a locally optimal strategy that explicitly depends on the set of state estimates.
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