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

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

İsim	Finite approximations in discrete-time stochastic control quantized models and asymptotic optimality introduction and summary
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	2324-9749, 978-3-319-79032-9
Kayıt Numarası	1cbcbb00-14eb-4ea7-b050-08a9bc273e0f
Lokasyon	Natural and Mathematical Sciences
Tarih	2018
Örnek Metin	Control and optimization of dynamical systems in the presence of stochastic uncertainty is a mature field with a large range of applications. A comprehensive treatment of such problems can be found in excellent books and other resources including [7, 16, 29, 68, 84, 95, 104], and [6]. To date, there exist a nearly complete theory regarding the existence and structure of optimal solutions under various formulations as well as computational methods to obtain such optimal solutions for problems with finite state and control spaces. However, there still exist substantial computational challenges involving problems with large state and action spaces, such as standard Borel spaces. For such state and action spaces, obtaining optimal policies is in general computationally infeasible.
DOI	10.1007/978-3-319-79033-6_1

Kaynağa git Özyeğin Üniversitesi

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Özyeğin Üniversitesi

Kaynağa git

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

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 2324-9749, 978-3-319-79032-9

Kayıt Numarası 1cbcbb00-14eb-4ea7-b050-08a9bc273e0f

Lokasyon Natural and Mathematical Sciences

Tarih 2018

Örnek Metin Control and optimization of dynamical systems in the presence of stochastic uncertainty is a mature field with a large range of applications. A comprehensive treatment of such problems can be found in excellent books and other resources including [7, 16, 29, 68, 84, 95, 104], and [6]. To date, there exist a nearly complete theory regarding the existence and structure of optimal solutions under various formulations as well as computational methods to obtain such optimal solutions for problems with finite state and control spaces. However, there still exist substantial computational challenges involving problems with large state and action spaces, such as standard Borel spaces. For such state and action spaces, obtaining optimal policies is in general computationally infeasible.

DOI 10.1007/978-3-319-79033-6_1