Richard A. Gray, Tamás Linder, Jia Li
Zador's (1963, 1966) classic result for the asymptotic high-rate behavior of entropy-constrained vector quantization is recast in a Lagrangian form which better matches the Lloyd algorithm used to optimize such quantizers. The equivalence of the two formulations is shown and the result is proved for...
Serdar Yüksel, Tamás Linder
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence, continuity, and convexity properties are investigated. Continuity properties of the optimal cost in channels are explored under total variatio...