Control of Spatially Structured Random Processes and Random Fields with Applications

1. Front Matter

   Pages i-xiii

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2. Introduction

   Pages 1-10

3. Prerequisites from the Theory of Stochastic Processes and Stochastic Dynamic Optimization

   Pages 11-43

4. Local Control of Discrete Time Interacting Markov Processes with Graph Structured State Space

   Pages 45-123

5. Sequential Stochastic Games with Distributed Players on Graphs

   Pages 125-150

6. Local Control of Continuous Time Interacting Markov and Semi-Markov Processes with Graph Structured State Space

   Pages 151-211

7. Connections with Optimization of Random Field in Different Areas

   Pages 213-233

8. Back Matter

   Pages 235-261

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This book is devoted to the study and optimization of spatiotem- ral stochastic processes. These are processes that simultaneously - velop in space and time under random influences. Such processes - cur almost everywhere when the global behavior of complex systems is studied, e.g., in physical and technical systems, population dynamics, neural networks, computer and telecommunication networks, complex production networks and flexible manufacturing systems, logistic n- works and transportation systems, environmental engineering, climate modeling and prediction, earth surface models, and so on. In the study of spatiotemporal stochastic processes the classical c- cepts of random fields (which are models for spatially distributed r- dom phenomena) and of stochastic processes (hich are usually thought to describe the evolution over time of systems under random influences) converge. Over the last twenty years,many research monographs were written with emphasis on this unifying point of view, as were a huge number of articles and papers on this subject.

• Interaction of random fields
• Local strategies
• Markov process
• Markov processes
• Optimal control
• Stochastic games
• Stochastic processes
• modeling
• optimization
• stochastic process

• Inter-Regional Academy of Personnel Management, Kyiv, Ukraine

  Ruslan K. Chornei

• Hamburg University, Germany

  Hans Daduna

• V.M. Glushkov Institute of Cybernetics, National Academy of Science of Ukraine, Kyiv, Ukraine

  Pavel S. Knopov

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