記錄 6 之 31
Record:   Prev Next
作者 Saldi, Naci, author
書名 Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality / Naci Saldi, Tamas Linder, Serdar Yuksel
出版項 Cham, Switzerland : Birkhauser, [2018]
國際標準書號 3319790323
9783319790329
book jacket
館藏地 索書號 處理狀態 OPAC 訊息 條碼
 數學所圖書室  QA402.37 S25 2018    在架上    30340200558660
說明 vii, 198 pages ; 25 cm
text txt rdacontent
unmediated n rdamedia
volume nc rdacarrier
系列 Systems & control: foundations & applications, 2324-9749
Systems & control, 2324-9749
附註 Includes bibliographical references and index
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.-- Provided by publisher
主題 Stochastic control theory
Approximation theory
Approximation theory. fast (OCoLC)fst00811829
Stochastic control theory. fast (OCoLC)fst01133503
Alt Author Linder, Tamas, author
Yuksel, Serdar, author
記錄 6 之 31
Record:   Prev Next