Finite Approximations in Discrete-Time Stochastic Control - Quantized Models and Asymptotic Optimality

von Naci Saldi
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CHF 123.05
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Naci Saldi Finite Approximations in Discrete-Time Stochastic Control - Quantized Models and Asymptotic Optimality
Naci Saldi - Finite Approximations in Discrete-Time Stochastic Control - Quantized Models and Asymptotic Optimality

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Beschreibung

In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. 
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.

Mitwirkende

Autor:
Naci Saldi
Tamás Linder
Serdar Yüksel

Weitere Informationen

Anmerkung Illustrationen:
6 schwarz-weiße Abbildungen, Bibliographie
Bemerkungen:
Demonstrates how quantization can be used to systematically optimize decentralized stochastic control problems
Explores network control applications
Provides a framework for comparing approximation models 
Medientyp:
Buch gebunden
Verlag:
Springer International Publishing
Rezension:
"This book is an interesting and complete treatise on finite approximations of different kinds of discrete-time stochastic control problems. It is based on several recent research results on the topic presented which have been published in various papers written by the authors." (Raúl Montes-de-Oca, Mathematical Reviews, March, 2019)_
Sprache:
Englisch
Seitenanzahl:
198

Stammdaten

Produkttyp:
Buch Gebunden
Verpackungsabmessungen:
0.238 x 0.162 x 0.016 m; 0.455 kg
GTIN:
09783319790329
DUIN:
1GEN0VTIAEI
Herstellerartikelnummer:
51395537
CHF 123.05
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