Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality

Language: English

Published by Springer, 2019

3030077101 / 9783030077105

Series: Book 46 of 55 - Systems & Control: Foundations & Applications

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.…

Seller Inventory # 9783030077105

Title
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality
Author
Naci Saldi
Publisher
Springer
Publication year
2019
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3030077101
ISBN 13
9783030077105
Item weight
324 grams
Dimensions
235x155x12 mm
Series
Book 46 of 55: Systems & Control: Foundations & Applications

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item7 to 10 business days5 to 7 business days
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