Near optimality of quantized policies in stochastic control under weak continuity conditions

DOI10.1016/J.JMAA.2015.10.008zbMath1323.93078arXiv1410.6985OpenAlexW2963272571MaRDI QIDQ892326

Tamás Linder, Serdar Yüksel, Naci Saldi

Publication date: 18 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6985

zbMATH Keywords

stochastic controlapproximationquantizationpartially observed Markov decision processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (9)

Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes ⋮ Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria ⋮ Robustness to Incorrect System Models in Stochastic Control ⋮ Robustness to Approximations and Model Learning in MDPs and POMDPs ⋮ Weak Feller property of non-linear filters ⋮ Unnamed Item ⋮ On Borkar and Young relaxed control topologies and continuous dependence of invariant measures on control policy ⋮ Robustness to Incorrect Priors in Partially Observed Stochastic Control ⋮ Convex analytic method revisited: further optimality results and performance of deterministic policies in average cost stochastic control

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