عنوان

Finite approximations in discrete-time stochastic control :

(Number (ISBN

3319790331

(Number (ISBN

9783319790336

Erroneous ISBN

3319790323

Erroneous ISBN

9783319790329

Title Proper

Finite approximations in discrete-time stochastic control :

General Material Designation

[Book]

Other Title Information

quantized models and asymptotic optimality /

First Statement of Responsibility

Naci Saldi, Tamás Linder, Serdar Yüksel.

Place of Publication, Distribution, etc.

Cham, Switzerland :

Name of Publisher, Distributor, etc.

Birkhäuser,

Date of Publication, Distribution, etc.

[2018]

Specific Material Designation and Extent of Item

1 online resource (vii, 198 pages) :

Other Physical Details

illustrations

Series Title

Systems & control: foundations & applications,

ISSN of Series

2324-9749

Text of Note

Includes bibliographical references and index.

Text of Note

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.

0

Text of Note

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.--

Source for Acquisition/Subscription Address

Springer Nature

Stock Number

com.springer.onix.9783319790336

Title

Finite approximations in discrete-time stochastic control.

International Standard Book Number

9783319790329

Approximation theory.

Stochastic control theory.

Approximation theory.

Automatic control engineering.

Calculus of variations.

Cybernetics & systems theory.

Differential calculus & equations.

MATHEMATICS-- Calculus.

MATHEMATICS-- Mathematical Analysis.

Probability & statistics.

Stochastic control theory.

MAT-- 005000

MAT-- 034000

PBKQ

PBU

Number

Edition

Class number

Saldi, Naci

Linder, Tamás

Yüksel, Serdar

Date of Transaction

20200823114056.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y