Finite Approximations in Discrete-Time Stochastic Control

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.

Intr-o forma unificata, aceasta monografie prezinta rezultate fundamentale privind aproximarea problemelor de control stocastic centralizat si descentralizat, cu spatii de masura si actiune nenumarate.