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

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 red...

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Bibliographische Detailangaben
1. Verfasser: Saldi, Naci (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cham : Springer International Publishing, 2018.
Ausgabe:1st ed. 2018.
Schriftenreihe:Systems & Control: Foundations & Applications,
Schlagworte:
Calculus of variations.
System theory.
Control engineering.
Probabilities.
Approximation theory.
ISBN:9783319790336
ISSN:2324-9749
Online-Zugang: Volltext
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Inhaltsangabe:
  • 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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