Blackwell spaces and \(\epsilon\)-approximations of Markov chains (Q638036)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Blackwell spaces and \(\epsilon\)-approximations of Markov chains |
scientific article |
Statements
Blackwell spaces and \(\epsilon\)-approximations of Markov chains (English)
0 references
8 September 2011
0 references
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.
0 references
0 references
0 references
