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Optimization of Stochastic Discrete Systems and Control on Complex Networks

Computational Networks

  • Dmitrii Lozovanu
  • Stefan Pickl

Part of the Advances in Computational Management Science book series (AICM, volume 12)

About this book

Introduction

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.

Keywords

Complex networks Discrete optimal control Game theory Linear programming Markov decision process Stochastic dynamic programming

Authors and affiliations

  • Dmitrii Lozovanu
    • 1
  • Stefan Pickl
    • 2
  1. 1.Academy of Sciences of Moldova Institute of Mathematics & InformaticsChisinauMoldova
  2. 2.Universität der Bundeswehr MünchenInstitut für Theoretische Informatik, Mathematik und Operations Research,MunchenGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-11833-8
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Business and Economics
  • Print ISBN 978-3-319-11832-1
  • Online ISBN 978-3-319-11833-8
  • Series Print ISSN 1388-4301
  • Buy this book on publisher's site
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