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

Libro 46 de 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)
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ISBN 10: 3319790323 ISBN 13: 9783319790329
Editorial: Birkhäuser, 2018

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Birkhäuser
Año de publicación
2018
Idioma
Inglés
ISBN 10 
3319790323
ISBN 13 
9783319790329
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
198
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