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Advances in Computational Management Science

Optimization of Stochastic Discrete Systems and Control on Complex Networks

Computational Networks

Authors: Lozovanu, Dmitrii, Pickl, Stefan

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  • ​Systematizes the most important existing methods of stochastic dynamic optimization
  • Describes new algorithms for solving different classes of stochastic dynamic programming problems
  • Presents methods to solve practical decision problems from diverse areas such as ecology, economics, engineering and communication systems
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eBook 91,62 €
price for Spain (gross)
  • ISBN 978-3-319-11833-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-11832-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-35873-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

About the authors

Prof. Dr. Stefan Pickl is professor for Operations Research at Universität der Bundeswehr in Munich. He studied mathematics, electrical engineering, and philosophy at TU Darmstadt and EPFL Lausanne 1987-93. Dipl.-Ing. '93, Doctorate 1998 with award. Assistant Professor at Cologne University (Dr. habil. 2005; venia legendi ``Mathematics"). Visiting Professor at University of New Mexico (U.S.A.), University Graz (Austria), University of California at Berkeley. Visiting scientist at SANDIA, Los Alamos National Lab, Santa Fe Institute for Complex Systems and MIT. Associated with Centre for the Advanced Study of Algorithms (CASA, USA) and Center for Network Innovation and Experimentation (CENETIX, USA) , vice-chair of EURO group ``Experimental OR”, program for highly gifted pupils, research program``Intelligent Networks and Security Structures” (INESS), ``Critical Infrastructures and System Analyses" (CRISYS). International best paper awards ’03, ’05, '07. Foundation of COMTESSA (Competence Center for Operations Research, Strategic Planning Management, Safety & Security ALLIANCE).

Prof. Dr. Dmitrii Lozovanu received his PhD in mathematics  in 1980 from the Institute of Cybernetics of Academy of Sciences of Ukraine, Kiev. After the habilitation theses defense in 1991 he became professor in Computer Science. He is the head of department of Applied Mathematics at the Faculty of Mathematics and Computer Science of Moldova State University, Chisinau. His research interest

s are related to discrete optimization, game theory, optimal control and stochastic decision processes.

Reviews

“This book contributes to the systematization of the most relevant existing methods for these problems by introducing new algorithms for solving different classes of stochastic dynamic programming problems. … The mathematical and computational level of the book will enable students and practitioners to deepen their understanding of the topic. Numerous examples are included to illustrate the proposed algorithms and methods.” (Rosario Romera, Mathematical Reviews, July, 2015)


Table of contents (5 chapters)

Table of contents (5 chapters)
  • Discrete Stochastic Processes, Numerical Methods for Markov Chains and Polynomial Time Algorithms

    Pages 1-102

    Lozovanu, Dmitrii (et al.)

  • Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon

    Pages 103-211

    Lozovanu, Dmitrii (et al.)

  • A Game-Theoretical Approach to Markov Decision Processes, Stochastic Positional Games and Multicriteria Control Models

    Pages 213-339

    Lozovanu, Dmitrii (et al.)

  • Dynamic Programming Algorithms for Finite Horizon Control Problems and Markov Decision Processes

    Pages 341-388

    Lozovanu, Dmitrii (et al.)

  • Errata to: Optimization of Stochastic Discrete Systems and Control on Complex Networks

    Pages E1-E4

    Lozovanu, Dmitrii (et al.)

Buy this book

eBook 91,62 €
price for Spain (gross)
  • ISBN 978-3-319-11833-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-11832-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 114,39 €
price for Spain (gross)
  • ISBN 978-3-319-35873-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Optimization of Stochastic Discrete Systems and Control on Complex Networks
Book Subtitle
Computational Networks
Authors
Series Title
Advances in Computational Management Science
Series Volume
12
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-11833-8
DOI
10.1007/978-3-319-11833-8
Hardcover ISBN
978-3-319-11832-1
Softcover ISBN
978-3-319-35873-4
Series ISSN
1388-4301
Edition Number
1
Number of Pages
XIX, 400
Number of Illustrations
54 b/w illustrations
Topics