Optimization of stochastic discrete systems and control on complex networks [electronic resource] : computational networks / Dmitrii Lozovanu, Stefan Pickl.
2015
QA274.7 .L69 2015
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Title
Optimization of stochastic discrete systems and control on complex networks [electronic resource] : computational networks / Dmitrii Lozovanu, Stefan Pickl.
Author
Lozovanu, Dmitrii, author.
ISBN
9783319118338 electronic book
3319118331 electronic book
9783319118321
3319118331 electronic book
9783319118321
Published
Cham : Springer, 2015.
Language
English
Description
1 online resource (xix, 400 pages) : illustrations.
Item Number
10.1007/978-3-319-11833-8 doi
Call Number
QA274.7 .L69 2015
Dewey Decimal Classification
519.2/33
Summary
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.
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Access limited to authorized users.
Digital File Characteristics
text file PDF
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed February 17, 2015).
Added Author
Pickl, Stefan, author.
Series
Advances in computational management science ; volume 12.
Available in Other Form
Print version: 9783319118321
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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.
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.