Optimization of Stochastic Discrete Systems and Control on Complex Networks

Více o knize

Focusing on stochastic dynamic programming, this book explores optimal control problems within networks, presenting innovative findings on discrete optimal control and game variants of Markov decision problems. It begins with a review of finite state space Markov processes and existing algorithms, then introduces new dynamic programming and combinatorial methods. Subsequent chapters address infinite horizon models, game-theoretical approaches, and finite horizon stochastic control problems, offering valuable algorithms that enhance computational network theory.