Deterministic and stochastic methods for solving optimization and control problems

Programmee:State Programs and Grants
Execution period:2020 – 2023
Institutions:Vladimir Andrunachievici Institute of Mathematics and Computer Science
Project Leader:Lozovanu Dmitrii
Participants: Mathematical Modeling
Scientific report:Raport științific 2020


The investigations in the project are concerned with the elaboration and theoretical argumentation of methods and numerical algorithms for solving the optimization and control problems for deterministic and stochastic systems with finite and infinite time horizon. The considered problems comprise the classical discrete optimal control problems, Markov decision problems the variants of multi-criteria and game theory Markov decision processes, diffusion and queuing theory problems and some classes of solid bodies and gas mechanics problems. The main results of the project are related to the following elaborations:

The considered models, methods and algorithms will be used for the analysis of the growth economic models, solving the problems of solid body and gas mechanics, the diffusion problems and queuing theory problems. The expected scientific results will be published and presented at various prestigious scientific forums.