RO  EN
IMI/Publicaţii/BASM/Ediţii/BASM n.3 (76), 2014/

Algorithms for solving stochastic discrete optimal control problems on networks

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:

Fulltext

Adobe PDF document0.12 Mb