Optimization of stochastic discrete systems and control on complex networks [electronic resource] : computational networks / Dmitrii Lozovanu, Stefan Pickl.

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Optimization of stochastic discrete systems and control on complex networks [electronic resource] : computational networks / Dmitrii Lozovanu, Stefan Pickl.

9783319118338 electronic book
3319118331 electronic book
9783319118321

Cham : Springer, 2015.

English

1 online resource (xix, 400 pages) : illustrations.

10.1007/978-3-319-11833-8 doi

QA274.7 .L69 2015

519.2/33

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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Online resource; title from PDF title page (SpringerLink, viewed February 17, 2015).

Advances in computational management science ; volume 12.

Print version: 9783319118321

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