Finite Approximations in Discrete-Time Stochastic Control Quantized Models and Asymptotic Optimality /

• Main Authors: Saldi, Naci (Author, http://id.loc.gov/vocabulary/relators/aut), Linder, Tamás (http://id.loc.gov/vocabulary/relators/aut), Yüksel, Serdar (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2018.
• Edition: 1st ed. 2018.
• Series: Systems & Control: Foundations & Applications,
• Subjects: Calculus of variations.; System theory.; Control engineering.; Probabilities.; Approximation theory.; Calculus of Variations and Optimal Control; Optimization.; Systems Theory, Control.; Control and Systems Theory.; Probability Theory and Stochastic Processes.; Approximations and Expansions.

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...