Evstigneev, I. V.; Taksar, M. I. - In: Mathematical Methods of Operations Research 54 (2001) 2, pp. 217-237
The paper analyzes stochastic optimization problems involving random fields on infinite directed graphs. The primary focus is on a problem of maximizing a concave functional of the field subject to a system of convex and linear constraints. The latter are specified in terms of linear operators...