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

Naci Saldi, Tamás Linder, Serdar Yüksel. Asymptotic optimality of quantized policies in stochastic control under weak continuity conditions. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 1079-1084, IEEE, 2014. [doi]

Authors

Naci Saldi

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Tamás Linder

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Serdar Yüksel

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