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Nonconvex Optimization and Its Applications

Control of Spatially Structured Random Processes and Random Fields with Applications

Authors: Chornei, Ruslan K., Daduna, Hans, Knopov, Pavel S.

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About this book

This book is devoted to the study and optimization of spatiotemporal stochastic processes, that is, processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems, including

 • physical and technical systems,

 • population dynamics,

 • neural networks,

 • computer and telecommunication networks,

 • complex production networks,

 • flexible manufacturing systems,

 • logistic networks and transportation systems,

 • environmental engineering,

 • climate modelling and prediction,

 • earth surface models.

Classical stochastic dynamic optimization forms the framework of the book. Taken as a whole, the project undertaken in the book is to establish optimality or near-optimality for Markovian policies in the control of spatiotemporal Markovian processes. The authors apply this general principle to different frameworks of Markovian systems and processes. Depending on the structure of the systems and the surroundings of the model classes the authors arrive at different levels of simplicity for the policy classes which encompass optimal or nearly optimal policies. A set of examples accompanies the theoretical findings, and these examples should demonstrate some important application areas for the theorems discussed.

Audience

This book is intended for experts in applied mathematics, cybernetics, and in the theory of optimal control.

Table of contents (6 chapters)

Table of contents (6 chapters)
  • Introduction

    Pages 1-10

  • Prerequisites from the Theory of Stochastic Processes and Stochastic Dynamic Optimization

    Pages 11-43

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

    Pages 45-123

  • Sequential Stochastic Games with Distributed Players on Graphs

    Pages 125-150

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

    Pages 151-211

Buy this book

eBook  
  • ISBN 978-0-387-31279-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover  
  • ISBN 978-0-387-30409-0
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
Softcover  
  • ISBN 978-1-4899-9244-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
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Bibliographic Information

Bibliographic Information
Book Title
Control of Spatially Structured Random Processes and Random Fields with Applications
Authors
Series Title
Nonconvex Optimization and Its Applications
Series Volume
86
Copyright
2006
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-31279-8
DOI
10.1007/b120940
Hardcover ISBN
978-0-387-30409-0
Softcover ISBN
978-1-4899-9244-4
Series ISSN
1571-568X
Edition Number
1
Number of Pages
XIV, 262
Topics

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