Optimization of Stochastic Discrete Systems and Control on Complex Networks
Lozovanu, Dmitrii; Pickl, Stefan
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Description for Optimization of Stochastic Discrete Systems and Control on Complex Networks
Paperback. Series: Advances in Computational Management Science. Num Pages: 419 pages, 54 black & white illustrations, biography. BIC Classification: KJT; PBU; UMB. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 22. Weight in Grams: 646.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer International Publishing AG Switzerland
Number of pages
419
Condition
New
Series
Advances in Computational Management Science
Number of Pages
400
Place of Publication
Cham, Switzerland
ISBN
9783319358734
SKU
V9783319358734
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Lozovanu, Dmitrii; Pickl, Stefan
Prof. Dr. Stefan Pickl is professor for Operations Research at Universität der Bundeswehr in Munich. He studied mathematics, electrical engineering, and philosophy at TU Darmstadt and EPFL Lausanne 1987-93. Dipl.-Ing. '93, Doctorate 1998 with award. Assistant Professor at Cologne University (Dr. habil. 2005; venia legendi ``Mathematics"). Visiting Professor at University of New Mexico (U.S.A.), University Graz (Austria), University of California ... Read more
Reviews for Optimization of Stochastic Discrete Systems and Control on Complex Networks
“This book contributes to the systematization of the most relevant existing methods for these problems by introducing new algorithms for solving different classes of stochastic dynamic programming problems. … The mathematical and computational level of the book will enable students and practitioners to deepen their understanding of the topic. Numerous examples are included to illustrate the proposed algorithms and methods.” ... Read more