Text

Finite Approximations in Discrete-Time Stochastic Control

---

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.

---

Availability

No copy data

Detail Information

Series Title

-

Call Number

510

Publisher

Cambridge : Birkhäuser Cham., 2018

Collation

Mathematics

Language

English

ISBN/ISSN

978-3-319-79033-6

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

1

Subject(s)

Mathematics
Mathematics and Statistics
Calculus of Variations
Approximations

Specific Detail Info

-

Statement of Responsibility

Naci Saldi

Other Information

Cataloger

Suwardi

Source

https://link.springer.com/book/10.1007/978-3-319-79033-6

Validator

-

Digital Object Identifier (DOI)

-

Journal Volume

-

Journal Issue

-

Subtitle

-

Parallel Title

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment