Finite approximations in discrete-time stochastic control: quantized models and asymptotic optimality
Auteur :
Saldi, Naci / Linder, Tamás / Yüksel, Serdar
Éditeur :
Birkhauser Verlag AG
ISBN :
9783319790329
Date de publication :
24 mai 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.