Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Bul. Acad. Ştiinţe Repub. Mold. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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
Full-text PDF (126 kB)
References:
PDF
HTML
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}
Linking options:
  • https://www.mathnet.ru/eng/basm376
  • https://www.mathnet.ru/eng/basm/y2014/i3/p80
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
    Statistics & downloads:
    Abstract page:162
    Full-text PDF :48
    References:28
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024