It takes the average reader 3 hours and 24 minutes to read Finite Approximations in Discrete-Time Stochastic Control by Naci Saldi
Assuming a reading speed of 250 words per minute. Learn more
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 of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems. This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Finite Approximations in Discrete-Time Stochastic Control by Naci Saldi is 198 pages long, and a total of 51,084 words.
This makes it 67% the length of the average book. It also has 62% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 4 hours and 39 minutes to read Finite Approximations in Discrete-Time Stochastic Control aloud.
Finite Approximations in Discrete-Time Stochastic Control is suitable for students ages 12 and up.
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