عنوان

Finite approximations in discrete-time stochastic control :

شابک

3319790331

شابک

9783319790336

شابک اشتباه

3319790323

شابک اشتباه

9783319790329

عنوان اصلي

Finite approximations in discrete-time stochastic control :

نام عام مواد

[Book]

ساير اطلاعات عنواني

quantized models and asymptotic optimality /

نام نخستين پديدآور

Naci Saldi, Tamás Linder, Serdar Yüksel.

محل نشرو پخش و غیره

Cham, Switzerland :

نام ناشر، پخش کننده و غيره

Birkhäuser,

تاریخ نشرو بخش و غیره

[2018]

نام خاص و کميت اثر

1 online resource (vii, 198 pages) :

ساير جزييات

illustrations

عنوان فروست

Systems & control: foundations & applications,

شاپا ي ISSN فروست

2324-9749

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

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.--

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9783319790336

عنوان

Finite approximations in discrete-time stochastic control.

شماره استاندارد بين المللي کتاب و موسيقي

9783319790329

موضوع مستند نشده

Approximation theory.

موضوع مستند نشده

Stochastic control theory.

موضوع مستند نشده

Approximation theory.

موضوع مستند نشده

Automatic control engineering.

موضوع مستند نشده

Calculus of variations.

موضوع مستند نشده

Cybernetics & systems theory.

موضوع مستند نشده

Differential calculus & equations.

موضوع مستند نشده

MATHEMATICS-- Calculus.

موضوع مستند نشده

MATHEMATICS-- Mathematical Analysis.

موضوع مستند نشده

Probability & statistics.

موضوع مستند نشده

Stochastic control theory.

موضوع مستند نشده

MAT-- 005000

موضوع مستند نشده

MAT-- 034000

موضوع مستند نشده

PBKQ

موضوع مستند نشده

PBU

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Saldi, Naci

مستند نام اشخاص تاييد نشده

Linder, Tamás

مستند نام اشخاص تاييد نشده

Yüksel, Serdar

تاريخ عمليات

20200823114056.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y