Optimization of Stochastic Discrete Systems and Control on Complex Networks Computational 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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Lozovanu, Dmitrii (Συγγραφέας), Pickl, Stefan (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
Σειρά:Advances in Computational Management Science, 12
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Discrete stochastic processes, numerical methods for Markov chains and polynomial time algorithms
  • Stochastic optimal control problems and Markov decision processes with infinite time horizon
  • A game-theoretical approach to Markov decision processes, stochastic positional games and multicriteria control models
  • Dynamic programming algorithms for finite horizon control problems and Markov decision processes.