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

Naci Saldi Tamás Linder Serdar Yüksel

Published in: CDC (2014)

Keyphrases

asymptotic optimality
sufficient conditions
stochastic control
asymptotically optimal
optimal policy
operations management
queueing systems
control problems
brownian motion
flowshop
dynamical systems
differential equations
optimal control