Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2014, Number 3, Pages 80–88 (Mi basm376)  
Algorithms for solving stochastic discrete optimal control problems on networks

Dmitrii Lozovanua, Maria Capceleab

a Institute of Mathematics and Computer Science, Academy of Sciences of Moldova, 5, Academiei str., Chisinau, MD-2028, Moldova
b Moldova State University, 60, Mateevici str., Chisinau, MD-2009, Moldova
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Abstract: 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.
Keywords and phrases: time-discrete system, optimal control, stochastic network, Markov process, optimal strategy, linear programming.
Received: 10.09.2014
Document Type: Article
MSC: 93E20, 90C05
Language: English
Citation: Dmitrii Lozovanu, Maria Capcelea, “Algorithms for solving stochastic discrete optimal control problems on networks”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2014, no. 3, 80–88
Citation in format AMSBIB
\Bibitem{LozCap14}
\by Dmitrii~Lozovanu, Maria~Capcelea
\paper Algorithms for solving stochastic discrete optimal control problems on networks
\jour Bul. Acad. \c Stiin\c te Repub. Mold. Mat.
\yr 2014
\issue 3
\pages 80--88
\mathnet{http://mi.mathnet.ru/basm376}
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