Semi-uniform Feller stochastic kernels

DOI10.1007/S10959-022-01230-9MaRDI QIDQ6091970zbMATH OpenOpenAlexFDO

Authors Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky

Publication date 21 November 2023

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2107.02207

zbMATH Keywords

Borel subsetsincomplete informationintegration preservationMarkov decision processesmathematical analysisPolish spacesprobability theorysemi-uniform Feller continuitystochastic processestransition probabilities

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Discrete-time Markov processes on general state spaces (60J05) Markov and semi-Markov decision processes (90C40)

Abstract: This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller continuity. This paper provides several equivalent definitions of semi-uniform Feller continuity and establishes its preservation under integration. The motivation for this study came from the theory of Markov decision processes with incomplete information, and this paper provides fundamental results useful for this theory.

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Cited in

(3)

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• Continuity of filters for discrete-time control problems defined by explicit equations

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