Optimization Of Stochastic Discrete Systems And Control On Complex Networks

This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main charact