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Finite approximations in discrete-time stochastic control: quantized models and asymptotic optimality
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 red...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2018
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-79033-6 http://cds.cern.ch/record/2622117 |