Finite Approximations in Discrete-Time Stochastic Control Quantized Models and Asymptotic Optimality /
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 red...
Κύριοι συγγραφείς: | , , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Birkhäuser,
2018.
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Έκδοση: | 1st ed. 2018. |
Σειρά: | Systems & Control: Foundations & Applications,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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.