Finite approximations in discrete-time stochastic control. Quantized models and asymptotic optimality

DOI10.1007/978-3-319-79033-6zbMath1471.93005OpenAlexW4253349640MaRDI QIDQ1746073

Naci Saldi, Tamás Linder, Serdar Yüksel

Publication date: 23 April 2018

Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-79033-6

zbMATH Keywords

Markov decision processasymptotic optimalitydecentralized stochastic controldiscrete-time stochastic control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Decentralized systems (93A14) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)

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