World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.With the power values obtained, a routing distance is then calculated which in turn is used by Bellman-Ford routing. ... Until recently, efficiently transmitting multicast messages through networks required the solution of difficult combinatorial ... This is included in a joint power control and routing optimization problem on a non-timeslotted network by setting the actual flow along an edge as the maximum ofanbsp;...
|Title||:||Modern Trends in Controlled Stochastic Processes|
|Author||:||Alexey B. Piunovskiy|
|Publisher||:||Luniver Press - 2010-09|