Blackwell Spaces and 𠜖 -Approximations of Markov Chains

Giacomo Aletti and Diane Saada

International Journal of Stochastic Analysis, 2011, vol. 2011, 1-23

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.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:801303

DOI: 10.1155/2011/801303

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