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E-book
Author Chornei, Ruslan K

Title Control of spatially structured random processes and random fields with applications / by Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov
Published New York, N.Y. : Springer, ©2006

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Description 1 online resource (xi, 261 pages)
Series Nonconvex optimization and its applications ; v. 86
Nonconvex optimization and its applications ; v. 86.
Contents Preface -- Acknowledgments -- 1. Introduction -- 2. Prerequisites from the theory of stochastic processes and stochastic dynamic optimization -- 3. Local control of discrete time interacting Markov processes with graph structured state space -- 4. Sequential stochastic games with distributed players on graphs -- 5. Local control of continuous time interacting Markov and semi-Markov processes with graph structured state space -- 6. Connections with optimization of random field in different areas -- Bibliography -- Index
Summary "This book is devoted to the study and optimization of spatiotemporal stochastic processes, that is, processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems." "Classical stochastic dynamic optimization forms the framework of the book. Taken as a whole, the project undertaken in the book is to establish optimality or near-optimality for Markovian policies in the control of spatiotemporal Markovian processes. The authors apply this general principle to different frameworks of Markovian systems and processes. Depending on the structure of the systems and the surroundings of the model classes, the authors arrive at different levels of simplicity for the policy classes which encompass optimal or nearly optimal policies. A set of examples accompanies the theoretical findings, and these examples should demonstrate some important application areas for the theorems discussed."--Jacket
Bibliography Includes bibliographical references (pages 235-254) and index
Notes English
In Springer e-books
Subject Stochastic processes.
Distribution (Probability theory)
Stochastic Processes
distribution (statistics-related concept)
Processus stochastiques.
Stochastic processes.
Procesos estocásticos
Distribución (Teoría de probabilidades)
Stochastic processes
Form Electronic book
Author Daduna, Hans, 1947-
Knopov, Pavel Solomonovich
ISBN 9780387304090
0387304096
038731279X
9780387312798
6610619220
9786610619221