Exponential stabilisability of finite-dimensional linear systems with limited data rates
Automatica (Journal of IFAC)
On the Robustness of the Snell Envelope
SIAM Journal on Financial Mathematics
Hi-index | 754.84 |
Asymptotic properties of therth power distortion measure associated with quantizedk-dimensional random variables are considered. Subject only to a moment condition, it is shown that the infimum over allNlevel quantizers of the quantityN^{r/k}times therth power average distortion converges to a finite constant asN rightarrow infty.