Finite Approximations in Discrete-Time Stochastic Control

Finite Approximations in Discrete-Time Stochastic Control

Quantized Models and Asymptotic Optimality

; ;

Springer Nature Switzerland AG

01/2019

198

Mole

Inglês

9783030077105

15 a 20 dias

Descrição não disponível.
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 Model Approximations in Decentralized Stochastic Control.- Asymptotic Optimality of Finite Models for Specific Systems.- Index.- References.
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