Potential theory for finitely additive Markov chains (Q793443)

A bounded, nonnegative superharmonic function f on an arbitrary state space I has a unique Riesz decomposition in which the potential is given by f(i)-\(\int f(j)d\sigma(i)(j)+\lim_{s}(\sigma [i]){\hat{\;}}(e(h_ 1)+...+e(h_ s))\), \(i,h_ i\in I\), where \(\{\sigma(i)\}_{i\in I}\) is a Markov strategy, (\(\sigma\) [i]){\^{\ }}(.) denotes the Dubins-Savage integral with respect to the strategic measure \(\sigma\) [i] and the above ''limit'' is taken over the net of stop rules. The author also establishes a structural decomposition theorem for I into almost closed sets and uses these results to obtain various characterization theorems for finitely additive Markov chains.