Articles liés à Finite Approximations in Discrete-time Stochastic Control:...

Finite Approximations in Discrete-time Stochastic Control: Quantized Models and Asymptotic Optimality - Couverture rigide

Livre 46 sur 55: Systems & Control: Foundations & Applications

Saldi, Naci; Linder, Tamás; Yüksel, Serdar

 
9783319790329: Finite Approximations in Discrete-time Stochastic Control: Quantized Models and Asymptotic Optimality

Synopsis

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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