Téléchargez le livre : Finite Approximations in Discrete-Time Stochastic Control

Finite Approximations in Discrete-Time Stochastic Control

Quantized Models and Asymptotic Optimality de

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Éditeur :

Birkhäuser


Collection :

Systems & Control: Foundations & Applications

Paru le : 2018-05-11

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Description

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.
Pages
198 pages
Collection
Systems & Control: Foundations & Applications
Parution
2018-05-11
Marque
Birkhäuser
EAN papier
9783319790329
EAN PDF
9783319790336
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
2058 Ko
Prix
68,56 €
EAN EPUB
9783319790336
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
19
Taille du fichier
10660 Ko
Prix
68,56 €

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