Authors: Lozovanu Dmitrii, Maria Capcelea
Abstract
In this paper we consider the stationary stochastic discrete
\index{Stochastic optimal control problem} 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.
Dmitrii Lozovanu
Institute of Mathematics and Computer Science
Academy of Sciences of Moldova
5, Academiei str., Chisinau, MD-2028
Moldova
E-mail: Maria Capcelea
Moldova State University
60, Mateevici str., Chisinau, MD-2009
Moldova
E-mail:
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