Finite Approximations in Discrete-Time Stochastic Control

Name: Finite Approximations in Discrete-Time Stochastic Control
SKU: 30434138
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Quantized Models and Asymptotic Optimality

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Paperback / softback

Series:

Systems and Control: Foundations and Applications

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Description

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.

Release date Australia

January 10th, 2019

Author

Series

Systems and Control: Foundations and Applications

Pages

198

Edition

Softcover reprint of the original 1st ed. 2018

Audience

Professional & Vocational

Illustrations

6 Illustrations, black and white; VII, 198 p. 6 illus.

Dimensions

156x234x11

ISBN-13

9783030077105

Product ID

30434138

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