Finite Approximations in Discrete-Time Stochastic Control

Quantized Models and Asymptotic Optimality

Inbunden, Engelska, 2018

AvNaci Saldi,Tamás Linder,Serdar Yüksel,Tamas Linder,Serdar Yuksel,Serdar Linder, Tamás

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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.

Produktinformation

Utgivningsdatum2018-05-24
Mått155 x 235 x 17 mm
Vikt483 g
FormatInbunden
SpråkEngelska
SerieSystems & Control: Foundations & Applications
Antal sidor198
Upplaga18001
FörlagBirkhauser Verlag AG
ISBN9783319790329

Tillhör följande kategorier

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.

“The book is very well written, with focus on clarity … . material of this monograph is pretty advanced, the presentation style is very clear, compact and relatively easy to follow, but at the same time mathematically rigorous. The monograph is a good piece of work on a subject that attracts considerable attention. Both researchers and professionals in applied mathematics will find this book very useful. It can also be recommended as a valuable reference text in approximate dynamic programming.” (Dariusz Uciński, zbMATH 1471.93005, 2021)“This book is an interesting and complete treatise on finite approximations of different kinds of discrete-time stochastic control problems. It is based on several recent research results on the topic presented which have been published in various papers written by the authors.” (Raúl Montes-de-Oca, Mathematical Reviews, March, 2019)