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ALGORITHMS FOR SOLVING STOCHASTIC DISCRETE OPTIMAL CONTROL PROBLEMS ON NETWORKS


MARIA CAPCELEA 1 AND TITU CAPCELEA 2
1, 2. Moldova State University , Str. Alexe Mateevici 60, ChiƟinău MD-2009, Republic of MOLDOVA, e-mail: mariacapcelea@yahoo.com, tcapcelea@yahoo.com

Issue:

SSRSMI, Number 1, Volume XXV

Section:

Volume 25, Number 1

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:

time-discrete system, optimal control, stochastic network, Markov process, optimal strategy, linear programming.

Code [ID]:

SSRSMI201501V25S01A0002 [0004211]

DOI:

Full paper:

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