Prelude to part II
Type :
Book chapter
Publication Status :
Published
Access :
restrictedAccess
Abstract
In Part II, we focus on decentralized stochastic control problems and their applications. In Chapter 8, we present our results on the finite model approximation of multi-agent stochastic control problems (team decision problems). We show that optimal strategies obtained from finite models approximate the optimal cost with arbitrary precision under mild technical assumptions. In particular, we show that quantized team policies are asymptotically optimal. In Chapter 9, the results are applied to Witsenhausen’s counterexample and the Gaussian relay channel problem.
Source :
Finite Approximations in Discrete-Time Stochastic Control : Quantized Models and Asymptotic Optimality, Part of the Systems & Control: Foundations & Applications book series (SCFA)
Date :
2018
Publisher :
Springer
URI
http://hdl.handle.net/10679/6111https://www.springerprofessional.de/prelude-to-part-ii/15757292
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