Geodesic
Algorithms for solving stochastic discrete optimal control problems on networks
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2014), pp. 80-88

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In this paper we consider the stationary stochastic discrete optimal control problem with average cost criterion. We formulate this problem on networks and propose polynomial time algorithms for determining the optimal control by using a linear programming approach. 
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     author = {Dmitrii Lozovanu and Maria Capcelea},
     title = {Algorithms for solving stochastic discrete optimal control problems on networks},
     journal = {Buletinul Academiei de \c{S}tiin\c{t}e a Republicii Moldova. Matematica},
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Dmitrii Lozovanu; Maria Capcelea. Algorithms for solving stochastic discrete optimal control problems on networks. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2014), pp. 80-88. http://geodesic.mathdoc.fr/item/BASM_2014_3_a7/