Optimization Of Stochastic Discrete Systems And Control On Complex Networks PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Optimization Of Stochastic Discrete Systems And Control On Complex Networks PDF full book. Access full book title Optimization Of Stochastic Discrete Systems And Control On Complex Networks.

Optimization of Stochastic Discrete Systems and Control on Complex Networks

Optimization of Stochastic Discrete Systems and Control on Complex Networks
Author: Dmitrii Lozovanu
Publisher: Springer
Total Pages: 420
Release: 2014-11-27
Genre: Business & Economics
ISBN: 3319118331

Download Optimization of Stochastic Discrete Systems and Control on Complex Networks Book in PDF, ePub and Kindle

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 characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book’s final chapter is devoted to finite horizon stochastic control problems and Markov decision processes. The algorithms developed represent a valuable contribution to the important field of computational network theory.


Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity

Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity
Author: Eitan Altman
Publisher: Springer
Total Pages: 303
Release: 2003-12-09
Genre: Mathematics
ISBN: 3540397051

Download Discrete-Event Control of Stochastic Networks: Multimodularity and Regularity Book in PDF, ePub and Kindle

Opening new directions in research in both discrete event dynamic systems as well as in stochastic control, this volume focuses on a wide class of control and of optimization problems over sequences of integer numbers. This is a counterpart of convex optimization in the setting of discrete optimization. The theory developed is applied to the control of stochastic discrete-event dynamic systems. Some applications are admission, routing, service allocation and vacation control in queuing networks. Pure and applied mathematicians will enjoy reading the book since it brings together many disciplines in mathematics: combinatorics, stochastic processes, stochastic control and optimization, discrete event dynamic systems, algebra.


Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities
Author: Guoliang Wei
Publisher: CRC Press
Total Pages: 250
Release: 2016-09-15
Genre: Mathematics
ISBN: 1498760759

Download Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities Book in PDF, ePub and Kindle

Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.


Stochastic Discrete Event Systems

Stochastic Discrete Event Systems
Author: Armin Zimmermann
Publisher: Springer Science & Business Media
Total Pages: 393
Release: 2008-01-12
Genre: Computers
ISBN: 3540741739

Download Stochastic Discrete Event Systems Book in PDF, ePub and Kindle

Stochastic discrete-event systems (SDES) capture the randomness in choices due to activity delays and the probabilities of decisions. This book delivers a comprehensive overview on modeling with a quantitative evaluation of SDES. It presents an abstract model class for SDES as a pivotal unifying result and details important model classes. The book also includes nontrivial examples to explain real-world applications of SDES.


Markov Decision Processes and Stochastic Positional Games

Markov Decision Processes and Stochastic Positional Games
Author: Dmitrii Lozovanu
Publisher: Springer Nature
Total Pages: 412
Release: 2024-02-13
Genre: Business & Economics
ISBN: 3031401808

Download Markov Decision Processes and Stochastic Positional Games Book in PDF, ePub and Kindle

This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games.


Optimization of Stochastic Systems

Optimization of Stochastic Systems
Author: Masanao Aoki
Publisher: Elsevier
Total Pages: 373
Release: 2016-06-03
Genre: Mathematics
ISBN: 1483224058

Download Optimization of Stochastic Systems Book in PDF, ePub and Kindle

Optimization of Stochastic Systems


Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities

Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities
Author: Derui Ding
Publisher: CRC Press
Total Pages: 249
Release: 2018-10-11
Genre: Mathematics
ISBN: 0429880030

Download Performance Analysis and Synthesis for Discrete-Time Stochastic Systems with Network-Enhanced Complexities Book in PDF, ePub and Kindle

The book addresses the system performance with a focus on the network-enhanced complexities and developing the engineering-oriented design framework of controllers and filters with potential applications in system sciences, control engineering and signal processing areas. Therefore, it provides a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics. Such a result will be of great importance in the development of novel control and filtering theories including industrial impact. Key Features Provides original methodologies and emerging concepts to deal with latest issues in the control and filtering with an emphasis on a variety of network-enhanced complexities Gives results of stochastic control and filtering distributed control and filtering, and security control of complex networked systems Captures the essence of performance analysis and synthesis for stochastic control and filtering Concepts and performance indexes proposed reflect the requirements of engineering practice Methodologies developed in this book include backward recursive Riccati difference equation approach and the discrete-time version of input-to-state stability in probability


Control and System Theory of Discrete-Time Stochastic Systems

Control and System Theory of Discrete-Time Stochastic Systems
Author: Jan H. van Schuppen
Publisher: Springer Nature
Total Pages: 940
Release: 2021-08-02
Genre: Technology & Engineering
ISBN: 3030669521

Download Control and System Theory of Discrete-Time Stochastic Systems Book in PDF, ePub and Kindle

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.​


Optimization, Control, and Applications of Stochastic Systems

Optimization, Control, and Applications of Stochastic Systems
Author: Daniel Hernández-Hernández
Publisher: Springer Science & Business Media
Total Pages: 331
Release: 2012-08-15
Genre: Science
ISBN: 0817683372

Download Optimization, Control, and Applications of Stochastic Systems Book in PDF, ePub and Kindle

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.