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612-822-4611
Finite Approximations in Discrete-Time Stochastic Control: Quantized Models and Asymptotic Optimality

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

Paperback

Series: Systems & Control: Foundations & Applications

Technology & EngineeringCalculusGeneral Science

ISBN10: 3030077101
ISBN13: 9783030077105
Publisher: Birkhauser
Published: Jan 10 2019
Pages: 198
Weight: 0.66
Height: 0.44 Width: 6.14 Depth: 9.21
Language: English
Introduction and Summary.- Part I: Finite Model Approximations in Stochastic Control.- Prelude to Part I.- Finite Action Approximation of Markov Decision Processes.- Finite-State Approximation of Markov Decision Processes.- Approximations for Partially Observed Markov Decision Processes.- Approximations for Constrained Markov Decision Problems.- Part II: Finite Model Approximations in Decentralized Stochastic Control.- Prelude to Part II.- Finite Model Approximations in Decentralized Stochastic Control.- Asymptotic Optimality of Finite Models for Specific Systems.- Index.- References.

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