Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality (Systems & Control: Foundations & Applications) - Hardcover

Buch 46 von 55: Systems & Control: Foundations & Applications

Saldi, Naci; Linder, Tamás; Yüksel, Serdar

 
9783319790329: Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality (Systems & Control: Foundations & Applications)
Hardcover
ISBN 10: 3319790323 ISBN 13: 9783319790329
Verlag: Birkhäuser, 2018

Inhaltsangabe

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.

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Von der hinteren Coverseite

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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Birkhäuser
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
3319790323
ISBN 13 
9783319790329
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
205
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ISBN 10:  3030077101 ISBN 13:  9783030077105
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Softcover