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.
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Produktdetaljer
ISBN
9783319790336
Publisert
2018
Utgiver
Vendor
Birkhauser
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter