Algorithms for solving stochastic discrete optimal control problems on networks
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LOZOVANU, Dmitrii, CAPCELEA, Maria. Algorithms for solving stochastic discrete optimal control problems on networks. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2014, nr. 3(76), pp. 80-88. ISSN 1024-7696.
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 3(76) / 2014 / ISSN 1024-7696 /ISSNe 2587-4322

Algorithms for solving stochastic discrete optimal control problems on networks
CZU: 519.85+519.217

Pag. 80-88

Lozovanu Dmitrii1, Capcelea Maria2
 
1 Institute of Mathematics and Computer Science ASM,
2 Moldova State University
 
 
Disponibil în IBN: 29 mai 2015


Rezumat

In this paper we consider the stationary stochastic discrete optimal control problem with average cost criterion. We formulate this problem on networks and propose polynomial time algorithms for determining the optimal control by using a linear programming approach.

Cuvinte-cheie
Time-Discrete System, stochastic network, optimal strategy,

optimal control, Markov process, linear programming.