Coverart for item
The Resource Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality, by Naci Saldi, Tamás Linder, Serdar Yüksel, (electronic resource)

Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality, by Naci Saldi, Tamás Linder, Serdar Yüksel, (electronic resource)

Label
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality
Title
Finite Approximations in Discrete-Time Stochastic Control
Title remainder
Quantized Models and Asymptotic Optimality
Statement of responsibility
by Naci Saldi, Tamás Linder, Serdar Yüksel
Creator
Contributor
Author
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Saldi, Naci
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Linder, Tamás
  • Yüksel, Serdar
Series statement
  • Springer eBooks
  • Systems & Control: Foundations & Applications,
  • Springer eBooks.
http://library.link/vocab/subjectName
  • Mathematics
  • Approximation theory
  • System theory
  • Calculus of variations
  • Probabilities
  • Control engineering
Label
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality, by Naci Saldi, Tamás Linder, Serdar Yüksel, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-79033-6
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
978-3-319-79033-6
Dimensions
unknown
Extent
1 online resource (VII, 198 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319790336
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-79033-6
Other physical details
6 illustrations
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1035635968
Label
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality, by Naci Saldi, Tamás Linder, Serdar Yüksel, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-79033-6
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
978-3-319-79033-6
Dimensions
unknown
Extent
1 online resource (VII, 198 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319790336
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-79033-6
Other physical details
6 illustrations
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1035635968

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