Asymptotic Optimality and Rates of Convergence of Quantized Stationary Policies in Stochastic Control

DOI10.1109/TAC.2014.2343831zbMath1360.93412MaRDI QIDQ2982865

Serdar Yüksel, Naci Saldi, Tamás Linder

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Digital control/observation systems (93C62) Markov and semi-Markov decision processes (90C40)

Related Items (9)

Computable approximations for continuous-time Markov decision processes on Borel spaces based on empirical measures ⋮ A necessary and sufficient condition for input-to-state stability of quantised feedback systems ⋮ Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Near optimality of quantized policies in stochastic control under weak continuity conditions ⋮ Computable approximations for average Markov decision processes in continuous time ⋮ Unnamed Item ⋮ Convergence of Markov decision processes with constraints and state-action dependent discount factors ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control ⋮ First passage Markov decision processes with constraints and varying discount factors

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