Blackwell spaces and \(\epsilon\)-approximations of Markov chains (Q638036): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2023976400 / rank | |||
Normal rank |
Revision as of 19:30, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Blackwell spaces and \(\epsilon\)-approximations of Markov chains |
scientific article |
Statements
Blackwell spaces and \(\epsilon\)-approximations of Markov chains (English)
0 references
8 September 2011
0 references
Summary: 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.
0 references