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Finite Model Approximations in Decentralized Stochastic Control

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Finite Approximations in Discrete-Time Stochastic Control

Part of the book series: Systems & Control: Foundations & Applications ((SCFA))

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Abstract

In this chapter, we study the approximation of static and dynamic team problems using finite models which are obtained through the uniform discretization, on a finite grid, of the observation and action spaces of agents. In particular, we are interested in the asymptotic optimality of quantized policies.

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References

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Correspondence to Naci Saldi , Tamás Linder or Serdar Yüksel .

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Saldi, N., Linder, T., Yüksel, S. (2018). Finite Model Approximations in Decentralized Stochastic Control. In: Finite Approximations in Discrete-Time Stochastic Control. Systems & Control: Foundations & Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-79033-6_8

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