Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality
1st ed. 2018
Book Details
Format
Hardback or Cased Book
Book Series
Systems & Control: Foundations & Applications
ISBN-10
3319790323
ISBN-13
9783319790329
Edition
1st ed. 2018
Publisher
Birkhauser Verlag AG
Imprint
Birkhauser Verlag AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 24th, 2018
Print length
198 Pages
Weight
474 grams
Dimensions
24.00 x 16.50 x 1.90 cms
Ksh 14,400.00
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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.
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.
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