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Dynamic programming --- Markov processes

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Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queueing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.

Control theory. --- Queuing theory. --- Stochastic analysis. --- Discrete-time systems. --- Control theory --- Queuing theory --- Stochastic analysis --- Discrete-time systems --- Operations Research --- Mathematical Theory --- Civil & Environmental Engineering --- Mathematics --- Engineering & Applied Sciences --- Physical Sciences & Mathematics --- Probabilities. --- System theory. --- Combinatorics. --- Calculus of variations. --- Probability Theory and Stochastic Processes. --- Systems Theory, Control. --- Calculus of Variations and Optimal Control; Optimization. --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Combinatorics --- Algebra --- Mathematical analysis --- Systems, Theory of --- Systems science --- Science --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Philosophy