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Found 1 from your keywords: author=Naci Saldi
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Finite Approximations in Discrete-Time Stochastic Control
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Naci Saldi

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…

Edition
1
ISBN/ISSN
978-3-319-79033-6
Collation
Mathematics
Series Title
-
Call Number
510