Finite approximations in discrete-time stochastic control : quantized models and asymptotic optimality /: quantized models and asymptotic optimality. ([2018])

• Record Type: Book
• Further Information: Note: Naci Saldi, Tamás Linder, Serdar Yüksel.
• Authors: Saldi, Naci; Linder, Tamás; Yüksel, Serdar
• Contents: 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.
• Publisher Details: Cham, Switzerland : Birkhäuser
• Publication Date: 2018
• Extent: 1 online resource (vii, 198 pages), illustrations
• Subjects: 515/.642; Mathematics; Stochastic control theory; Approximation theory; MATHEMATICS / Calculus; MATHEMATICS / Mathematical Analysis; Approximation theory; Stochastic control theory; Science -- System Theory; Technology & Engineering -- Automation; Mathematics -- Probability & Statistics -- General; Mathematics -- Mathematical Analysis; Cybernetics & systems theory; Automatic control engineering; Probability & statistics; Differential calculus & equations; Mathematical optimization; Systems theory; Distribution (Probability theory); Mathematics -- Calculus; Calculus of variations; Electronic books
• Languages: English
• ISBNs: 9783319790336; 3319790331
• Related ISBNs: 9783319790329; 3319790323
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 15, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.