Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality

Name: Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality
Author: Saldı, Naci, Linder, T., Yüksel, S.

İsim	Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality
Yazar	Saldı, Naci, Linder, T., Yüksel, S.
Basım Tarihi:	2018
Basım Yeri	- Birkhäuser Basel
Tür	Kitap
Dil	İngilizce
Dijital	Evet
Yazma	Hayır
Kütüphane:	Özyeğin Üniversitesi
Demirbaş Numarası	978-3-319-79032-9
Kayıt Numarası	9ae866fe-061a-4412-bc3a-0d02223a8432
Lokasyon	Natural and Mathematical Sciences
Tarih	2018
Örnek Metin	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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Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality

Yazar Saldı, Naci, Linder, T., Yüksel, S.

Basım Tarihi 2018

Basım Yeri - Birkhäuser Basel

Tür Kitap

Dil İngilizce

Dijital Evet

Yazma Hayır

Kütüphane Özyeğin Üniversitesi

Demirbaş Numarası 978-3-319-79032-9

Kayıt Numarası 9ae866fe-061a-4412-bc3a-0d02223a8432

Lokasyon Natural and Mathematical Sciences

Tarih 2018

Örnek Metin 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.