Control of Spatially Structured Random Processes and Random Fields with Applications (eBook)

Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov (Autoren)

eBook Download: PDF

2006 | 2006
XIV, 262 Seiten
Springer US (Verlag)
978-0-387-31279-8 (ISBN)

Infos

This book is devoted to the study and optimization of spatiotemporal stochastic processes - 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. The book presents problems and content not considered in other books on controlled Markov processes, especially regarding controlled Markov fields on graphs.

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This book is devoted to the study and optimization of spatiotem- ral stochastic processes. These are processes that simultaneously - velop in space and time under random influences. Such processes - cur almost everywhere when the global behavior of complex systems is studied, e.g., in physical and technical systems, population dynamics, neural networks, computer and telecommunication networks, complex production networks and flexible manufacturing systems, logistic n- works and transportation systems, environmental engineering, climate modeling and prediction, earth surface models, and so on. In the study of spatiotemporal stochastic processes the classical c- cepts of random fields (which are models for spatially distributed r- dom phenomena) and of stochastic processes (hich are usually thought to describe the evolution over time of systems under random influences) converge. Over the last twenty years,many research monographs were written with emphasis on this unifying point of view, as were a huge number of articles and papers on this subject.

Inhalt

Prerequisites from the Theory of Stochastic Processes and Stochastic Dynamic Optimization.- Local Control of Discrete Time Interacting Markov Processes with Graph Structured State Space.- Sequential Stochastic Games with Distributed Players on Graphs.- Local Control of Continuous Time Interacting Markov and Semi-Markov Processes with Graph Structured State Space.- Connections with Optimization of Random Field in Different Areas.

Produkt-Details

• Erscheint lt. Verlag: 3.9.2006
• Reihe/Serie: Nonconvex Optimization and Its Applications
• Reihe/Serie: Nonconvex Optimization and Its Applications
• Zusatzinfo: XIV, 262 p.
• Verlagsort: New York
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Planung / Organisation
• Schlagworte: Interaction of random fields • Local strategies • Markov process • Markov Processes • Modeling • optimal control • Optimization • stochastic games • Stochastic process • Stochastic Processes
• ISBN-10: 0-387-31279-X / 038731279X
• ISBN-13: 978-0-387-31279-8 / 9780387312798