東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Optimization of stochastic discrete ...

Lozovanu, Dmitrii.

Linked to FindBook

Google Book

Amazon

博客來

Optimization of stochastic discrete systems and control on complex networks = computational networks /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Optimization of stochastic discrete systems and control on complex networks/ by Dmitrii Lozovanu, Stefan Pickl.
Reminder of title:	computational networks /
Author:	Lozovanu, Dmitrii.
other author:	Pickl, Stefan.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xix, 400 p. :ill., digital ;24 cm.
[NT 15003449]:	Discrete stochastic processes, numerical methods for Markov chains and polynomial time algorithms -- Stochastic optimal control problems and Markov decision processes with infinite time horizon -- A game-theoretical approach to Markov decision processes, stochastic positional games and multicriteria control models -- Dynamic programming algorithms for finite horizon control problems and Markov decision processes.
Contained By:	Springer eBooks
Subject:	Markov processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-11833-8
ISBN:	9783319118338 (electronic bk.)

Optimization of stochastic discrete systems and control on complex networks = computational networks /
Lozovanu, Dmitrii.

Optimization of stochastic discrete systems and control on complex networkscomputational networks /[electronic resource] :by Dmitrii Lozovanu, Stefan Pickl. - Cham :Springer International Publishing :2015. - xix, 400 p. :ill., digital ;24 cm. - Advances in computational management science,v.121388-4301 ;. - Advances in computational management science ;11..

Discrete stochastic processes, numerical methods for Markov chains and polynomial time algorithms -- Stochastic optimal control problems and Markov decision processes with infinite time horizon -- A game-theoretical approach to Markov decision processes, stochastic positional games and multicriteria control models -- Dynamic programming algorithms for finite horizon control problems and Markov decision processes.

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.

ISBN: 9783319118338 (electronic bk.)

Standard No.: 10.1007/978-3-319-11833-8doiSubjects--Topical Terms:

532104
Markov processes.

LC Class. No.: QA274.7 / .L69 2015

Dewey Class. No.: 519.233

Optimization of stochastic discrete systems and control on complex networks = computational networks /
LDR:02712nmm a2200337 a 4500 001 1993411
003 DE-He213
005 20150701150124.0
006 m d
007 cr nn 008maaau
008 151019s2015 gw s 0 eng d
020 $a 9783319118338 (electronic bk.)
020 $a 9783319118321 (paper)
024 7 $a 10.1007/978-3-319-11833-8 $2 doi
035 $a 978-3-319-11833-8
040 $a GP $c GP
041 0 $a eng
050 4 $a QA274.7 $b .L69 2015
072 7 $a KJT $2 bicssc
072 7 $a KJMD $2 bicssc
072 7 $a BUS049000 $2 bisacsh
082 0 4 $a 519.233 $2 23
090 $a QA274.7 $b .L925 2015
100 1 $a Lozovanu, Dmitrii. $3 2131616
245 1 0 $a Optimization of stochastic discrete systems and control on complex networks $h [electronic resource] : $b computational networks / $c by Dmitrii Lozovanu, Stefan Pickl.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xix, 400 p. : $b ill., digital ; $c 24 cm.
490 1 $a Advances in computational management science, $x 1388-4301 ; $v v.12
505 0 $a Discrete stochastic processes, numerical methods for Markov chains and polynomial time algorithms -- Stochastic optimal control problems and Markov decision processes with infinite time horizon -- A game-theoretical approach to Markov decision processes, stochastic positional games and multicriteria control models -- Dynamic programming algorithms for finite horizon control problems and Markov decision processes.
520 $a 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.
650 0 $a Markov processes. $3 532104
650 0 $a Dynamic programming. $3 641303
650 0 $a Stochastic control theory. $3 647881
650 1 4 $a Economics/Management Science. $3 890844
650 2 4 $a Operation Research/Decision Theory. $3 1620900
650 2 4 $a Optimization. $3 891104
650 2 4 $a Operations Research, Management Science. $3 1532996
650 2 4 $a Discrete Optimization. $3 2054320
650 2 4 $a Algorithm Analysis and Problem Complexity. $3 891007
700 1 $a Pickl, Stefan. $3 1005931
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
830 0 $a Advances in computational management science ; $v 11. $3 1567422
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-11833-8
950 $a Business and Economics (Springer-11643)