Control of Spatially Structured Random Processes and Random Fields with Applications

• Main Authors: Chornei, Ruslan K. (Author), Daduna, Hans (Author), Knopov, Pavel S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2006.
• Series: Nonconvex Optimization and Its Applications, 86
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Game theory.; System theory.; Operations research.; Management science.; Probabilities.; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Applications of Mathematics.; Operations Research, Management Science.; Game Theory, Economics, Social and Behav. Sciences.

This book is devoted to the study and optimization of spatiotemporal stochastic processes, that is, processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems, including •...

Table of Contents:

• Prerequisites from the Theory of Stochastic Processes and Stochastic Dynamic Optimization
• Local Control of Discrete Time Interacting Markov Processes with Graph Structured State Space
• Sequential Stochastic Games with Distributed Players on Graphs
• Local Control of Continuous Time Interacting Markov and Semi-Markov Processes with Graph Structured State Space
• Connections with Optimization of Random Field in Different Areas.