Finite Approximations in Discrete-Time Stochastic Control
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portes grátis
Finite Approximations in Discrete-Time Stochastic Control
Quantized Models and Asymptotic Optimality
Saldi, Naci; Yueksel, Serdar; Linder, Tamas
Birkhauser Verlag AG
05/2018
198
Dura
Inglês
9783319790329
15 a 20 dias
483
Descrição não disponível.
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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stochastic control;decentralized stochastic control;quantization;numerical approximation;finite state approximations;Markov decision processes;asymptotic optimality
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
