Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks Paperback / softback
by Dmitrii Lozovanu, Stefan Pickl
Part of the Advances in Computational Management Science series
Paperback / softback
Description
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.
Information
-
Item not Available
- Format:Paperback / softback
- Pages:400 pages, 54 Illustrations, black and white; XIX, 400 p. 54 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/09/2016
- Category:
- ISBN:9783319358734
Other Formats
- Hardback from £81.69
- PDF from £76.08
Information
-
Item not Available
- Format:Paperback / softback
- Pages:400 pages, 54 Illustrations, black and white; XIX, 400 p. 54 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/09/2016
- Category:
- ISBN:9783319358734