TY - BOOK ID - 4863348 TI - Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks AU - Lozovanu, Dmitrii. AU - Pickl, Stefan. PY - 2015 SN - 9783319118338 3319118323 9783319118321 3319118331 PB - Cham : Springer International Publishing : Imprint: Springer, DB - UniCat KW - Economics/Management Science. KW - Operation Research/Decision Theory. KW - Optimization. KW - Operations Research, Management Science. KW - Discrete Optimization. KW - Algorithm Analysis and Problem Complexity. KW - Economics. KW - Computer software. KW - Mathematical optimization. KW - Operations research. KW - Economie politique KW - Logiciels KW - Optimisation mathématique KW - Recherche opérationnelle KW - Management KW - Business & Economics KW - Management Theory KW - Markov processes. KW - Dynamic programming. KW - Stochastic control theory. KW - Analysis, Markov KW - Chains, Markov KW - Markoff processes KW - Markov analysis KW - Markov chains KW - Markov models KW - Models, Markov KW - Processes, Markov KW - Business. KW - Decision making. KW - Algorithms. KW - Management science. KW - Business and Management. KW - Control theory KW - Stochastic processes KW - Mathematical optimization KW - Programming (Mathematics) KW - Systems engineering KW - Operations Research/Decision Theory. KW - Software, Computer KW - Computer systems KW - Optimization (Mathematics) KW - Optimization techniques KW - Optimization theory KW - Systems optimization KW - Mathematical analysis KW - Maxima and minima KW - Operations research KW - Simulation methods KW - System analysis KW - Operational analysis KW - Operational research KW - Industrial engineering KW - Management science KW - Research KW - System theory KW - Algorism KW - Algebra KW - Arithmetic KW - Quantitative business analysis KW - Problem solving KW - Statistical decision KW - Deciding KW - Decision (Psychology) KW - Decision analysis KW - Decision processes KW - Making decisions KW - Management decisions KW - Choice (Psychology) KW - Foundations KW - Decision making UR - https://www.unicat.be/uniCat?func=search&query=sysid:4863348 AB - 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. ER -