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

• Main Authors: Lozovanu, Dmitrii (Author), Pickl, Stefan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Advances in Computational Management Science, 12
• Subjects: Business.; Operations research.; Decision making.; Algorithms.; Mathematical optimization.; Management science.; Business and Management.; Operation Research/Decision Theory.; Optimization.; Operations Research, Management Science.; Discrete Optimization.; Algorithm Analysis and Problem Complexity.

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...

Table of Contents:

• 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.