Finite Approximations in Discrete-Time Stochastic Control

Naci Saldi, Serdar Yuksel, Tamas Linder

Birkhauser Verlag AG, 2018

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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
9783319790329
ISBN-10
3319790323
Publisher
Birkhauser Verlag AG
Year
2018
Publication date
2018-05-24
Pages
198
Dimensions
240x165x19
Weight
474