Topological properties of information structures: Comparison, convergence, and optimization

Serdar Yüksel, Tamer Başar

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

This chapter investigates the optimal design of information structures, and studies a number of topological properties of information structures modeled as observation channels under various topologies. Continuity, compactness, concavity, and existence properties are studied for single-stage and multi-stage optimal stochastic control problems. An introduction to quantizers is given. Quantizers are viewed as a special class of measurement channels, and existence of optimal quantizers is established. Furthermore, a partial ordering on the value of information channels for the minimization of cost functions is studied (known as Blackwell ordering). Applications to empirical consistency and learning are discussed.

Original languageEnglish (US)
Title of host publicationSystems and Control
Subtitle of host publicationFoundations and Applications
PublisherBirkhäuser
Pages119-151
Number of pages33
Edition9781461470847
DOIs
StatePublished - 2013
Externally publishedYes

Publication series

NameSystems and Control: Foundations and Applications
Number9781461470847
ISSN (Print)2324-9749
ISSN (Electronic)2324-9757

Keywords

  • Input distribution
  • Measurement channel
  • Optimal quantizer
  • Probability measure
  • Weak convergence

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Computer Science Applications
  • Control and Optimization
  • Computational Mathematics

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