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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2014, номер 3, страницы 80–88
(Mi basm376)
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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
Аннотация:
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.
Ключевые слова и фразы:
time-discrete system, optimal control, stochastic network, Markov process, optimal strategy, linear programming.
Поступила в редакцию: 10.09.2014
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/basm376 https://www.mathnet.ru/rus/basm/y2014/i3/p80
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