Blackwell Spaces and ϵ-Approximations of Markov Chains
Joint Authors
Source
International Journal of Stochastic Analysis
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-23, 23 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-08-11
Country of Publication
Egypt
No. of Pages
23
Main Subjects
Abstract EN
On a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem.
The approximating problem is proved to converge to the optimal reduced problem under different pseudometrics.
American Psychological Association (APA)
Aletti, Giacomo& Saada, Diane. 2011. Blackwell Spaces and ϵ-Approximations of Markov Chains. International Journal of Stochastic Analysis،Vol. 2011, no. 2011, pp.1-23.
https://search.emarefa.net/detail/BIM-499103
Modern Language Association (MLA)
Aletti, Giacomo& Saada, Diane. Blackwell Spaces and ϵ-Approximations of Markov Chains. International Journal of Stochastic Analysis No. 2011 (2011), pp.1-23.
https://search.emarefa.net/detail/BIM-499103
American Medical Association (AMA)
Aletti, Giacomo& Saada, Diane. Blackwell Spaces and ϵ-Approximations of Markov Chains. International Journal of Stochastic Analysis. 2011. Vol. 2011, no. 2011, pp.1-23.
https://search.emarefa.net/detail/BIM-499103
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-499103
