A METHOD FOR SOLVING STOCHASTIC DISCRETE CONTROL PROBLEMS ON NETWORKS WITH VARYING TIME OF STATES' TRANSITIONS OF THE SYSTEM

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2014

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Valines SRL

Abstract

The stochastic version of discrete optimal control problem on networks with an average cost optimization criterion and with varying time of state transitions is studied.

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stochastic discrete control problem, stationary strategies

Citation

CAPCELEA, M. A method for solving stochastic discrete control problems on networks with varying time of states' transitions of the system. In: The Third Conference of Mathematical Society of the Republic of Moldova: dedicated to the 50th anniversary of the foundation of the Institute of Mathematics and Computer Science, 19-23 aug. 2014, Chisinau, Moldova: Proceedings IMCS-50.Ch., 2014, pp.326-329. ISBN 978-9975-68-244-2

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