Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel |
Autore | Saldi, Naci |
Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
Descrizione fisica | vii, 198 p. : ill. ; 24 cm |
Altri autori (Persone) |
Linder, Tamás
Yüksel, Serdar |
Soggetto topico |
60Jxx - Markov processes [MSC 2020]
90Bxx - Operations research and management science [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] 49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] |
Soggetto non controllato |
Asymptotic optimality
Decentralized stochastic control Finite state approximations Markov decision processes Numerical approximation Quantization Stochastic Controls |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0124677 |
Saldi, Naci | ||
Cham, : Birkhäuser, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality / Naci Saldi, Tamás Linder, Serdar Yüksel |
Autore | Saldi, Naci |
Pubbl/distr/stampa | Cham, : Birkhäuser, 2018 |
Descrizione fisica | vii, 198 p. : ill. ; 24 cm |
Altri autori (Persone) |
Linder, Tamás
Yüksel, Serdar |
Soggetto topico |
49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020]
60Jxx - Markov processes [MSC 2020] 90Bxx - Operations research and management science [MSC 2020] 90C40 - Markov and semi-Markov decision processes [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
Soggetto non controllato |
Asymptotic optimality
Decentralized stochastic control Finite state approximations Markov decision processes Numerical approximation Quantization Stochastic Controls |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00124677 |
Saldi, Naci | ||
Cham, : Birkhäuser, 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|