Optimal measures and Markov transition kernels

DOI10.1007/s10898-012-9851-1zbMath1287.90088arXiv1012.0366MaRDI QIDQ1941022

Roman V. Belavkin

Publication date: 11 March 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.0366

zbMATH Keywords

randomized algorithm; expected utility; Radon measure; information distance; optimal policy

Mathematics Subject Classification ID

90C48: Programming in abstract spaces

Related Items

Asymmetry of Risk and Value of Information, Information geometry connecting Wasserstein distance and Kullback-Leibler divergence via the entropy-relaxed transportation problem

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