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

by Naci Saldi, Serdar Yüksel, Tamás Linder

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3030077101
• ISBN13: 9783030077105
• Release Date: January 2019
• Publisher: Birkhauser
• Length: 198 Pages
• Weight: 0.66 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"