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Finite Approximations in Discrete-Time Stochastic Control

Quantized Models and Asymptotic Optimality
von Naci Saldi - Verkauft von Dodax
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CHF 133.95
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Naci Saldi Finite Approximations in Discrete-Time Stochastic Control
Naci Saldi - Finite Approximations in Discrete-Time Stochastic Control

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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.

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)_

Mitwirkende

Autor Naci Saldi

Autor Serdar Yüksel

Autor Tamás Linder

Produktdetails

DUIN 1GEN0VTIAEI

GTIN 9783319790329

Erscheinungsdatum 24.05.2018

Sprache Englisch

Seitenanzahl 198

Produkttyp Buch

Größe 235 x 160 x 155  mm

Produktgewicht 483 g

CHF 133.95
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