Naci Saldi: 1 book
Finite Approximations in Discrete-Time Stochastic Control
Quantized Models and Asymptotic Optimality
Language: English
Release Date: May 11, 2018
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...
