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.

Blackwell Spaces and ϵ-Approximations of Markov Chains / G. Aletti, D. Saada. - In: INTERNATIONAL JOURNAL OF STOCHASTIC ANALYSIS. - ISSN 2090-3332. - 2011(2011), pp. 801303.801303.1-801303.801303.23.

Blackwell Spaces and ϵ-Approximations of Markov Chains

G. Aletti
Primo
;
2011

Abstract

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.
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore SECS-S/01 - Statistica
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2434/160278
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