Overview
- 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
- Includes supplementary material: sn.pub/extras
Part of the book series: Advances in Computational Management Science (AICM, volume 12)
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Table of contents (5 chapters)
Keywords
About this book
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)
Authors and Affiliations
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.Bibliographic Information
Book Title: Optimization of Stochastic Discrete Systems and Control on Complex Networks
Book Subtitle: Computational Networks
Authors: Dmitrii Lozovanu, Stefan Pickl
Series Title: Advances in Computational Management Science
DOI: https://doi.org/10.1007/978-3-319-11833-8
Publisher: Springer Cham
eBook Packages: Business and Economics, Business and Management (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-11832-1Published: 09 December 2014
Softcover ISBN: 978-3-319-35873-4Published: 10 September 2016
eBook ISBN: 978-3-319-11833-8Published: 27 November 2014
Series ISSN: 1388-4301
Edition Number: 1
Number of Pages: XIX, 400
Number of Illustrations: 54 b/w illustrations
Topics: Operations Research/Decision Theory, Optimization, Operations Research, Management Science, Discrete Optimization, Algorithm Analysis and Problem Complexity