Finite Approximations in Discrete-Time Stochastic Control
Naci Saldi, Serdar Yuksel, Tamas Linder
Springer Nature Switzerland AG, 2019
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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.
- ISBN-13
- 9783030077105
- ISBN-10
- 3030077101
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-01-10
- Pages
- 198
- Dimensions
- 235x155x