Finite Approximations in Discrete-Time Stochastic Control - Quantized Models and Asymptotic Optimality (Hardcover, 1st ed. 2018)

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.

General

Imprint:	Birkhauser Verlag AG
Country of origin:	Switzerland
Series:	Systems & Control: Foundations & Applications
Release date:	May 2018
First published:	2018
Authors:	Naci Saldi • Tamas Linder • Serdar Yuksel
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	198
Edition:	1st ed. 2018
ISBN-13:	978-3-319-79032-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Calculus of variations Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
LSN:	3-319-79032-3
Barcode:	9783319790329

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