ALGORITHMS FOR SOLVING STOCHASTIC DISCRETE CONTROL PROBLEMS ON NETWORKS WITH VARYING TIME OF STATES’ TRANSITIONS OF THE DYNAMICAL SYSTEM

Maria CAPCELEA Universitatea de Stat din Moldova

Abstract

The stochastic versions of discrete optimal control problem on networks with varying time of state transitions of the dinamical system are studied. Polynomial time algorithms for determining the optimal stationary strategies in this problems are proposed. Keywords: discrete processes, stochastic optimal control problem, stationary strategies, linear programming approach, polynomial time algorithm.