Blackwell spaces and \(\epsilon\)-approximations of Markov chains (Q638036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Blackwell spaces and \(\epsilon\)-approximations of Markov chains |
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Blackwell spaces and \(\epsilon\)-approximations of Markov chains (English)
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8 September 2011
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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.
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