Methods and algorithms for solving dynamic stochastic problems

Programmee:State Programs and Grants
Execution period:2010 – 2011
Institutions:Academy of Sciences of Moldova, Institute of Mathematics and Computer Science, Moldova State University
Project Leader:Lozovanu Dmitrii
Participants: Kolesnik Alexander, Mishkoy Gheorghe, Andronati Nicolae, Lazari Alexandru, Capcelea Maria


The aim of the project is to elaborate methods and algorithms for solving the stochastic discrete optimal control problems and determining the basic characteristics for generalized models of queueing theory with priorities. The dynamic programming method will be developed for different classes of Markov decision problems. Additionally will be formulated a new queueing semi-Markov models with priorities and will be analyzed their basic characteristics.