Optimization of Stochastic Discrete Systems and Control on Complex Networks

This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decis...

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Những tác giả chính:	Lozovanu, Dmitrii, Pickl, Stefan
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Markov processes Dynamic programming Stochastic control theory
Truy cập trực tuyến:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57780
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spelling	oai:scholar.dlu.edu.vn:DLU123456789-577802023-11-11T05:51:57Z Optimization of Stochastic Discrete Systems and Control on Complex Networks Lozovanu, Dmitrii Pickl, Stefan Markov processes Dynamic programming Stochastic control theory This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory. 2015-08-26T02:02:58Z 2015-08-26T02:02:58Z 2015 Book 978-3-319-11833-8 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57780 en application/pdf Springer
institution	Thư viện Trường Đại học Đà Lạt
collection	Thư viện số
language	English
topic	Markov processes Dynamic programming Stochastic control theory
spellingShingle	Markov processes Dynamic programming Stochastic control theory Lozovanu, Dmitrii Pickl, Stefan Optimization of Stochastic Discrete Systems and Control on Complex Networks
description	This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory.
format	Book
author	Lozovanu, Dmitrii Pickl, Stefan
author_facet	Lozovanu, Dmitrii Pickl, Stefan
author_sort	Lozovanu, Dmitrii
title	Optimization of Stochastic Discrete Systems and Control on Complex Networks
title_short	Optimization of Stochastic Discrete Systems and Control on Complex Networks
title_full	Optimization of Stochastic Discrete Systems and Control on Complex Networks
title_fullStr	Optimization of Stochastic Discrete Systems and Control on Complex Networks
title_full_unstemmed	Optimization of Stochastic Discrete Systems and Control on Complex Networks
title_sort	optimization of stochastic discrete systems and control on complex networks
publisher	Springer
publishDate	2015
url	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57780
_version_	1782532491394940928

Optimization of Stochastic Discrete Systems and Control on Complex Networks

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