NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED

Kurushima, A, Piunovskiy, A ORCID: 0000-0002-9683-4856 and Zhang, Y ORCID: 0000-0002-3200-6306 (2018) NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED. THEORY OF PROBABILITY AND ITS APPLICATIONS, 62 (2). pp. 328-334.

Text KPZAA2017.pdf - Author Accepted Manuscript Download (277kB)

Abstract

In this paper, we present a new monotone approximation of a given real-valued Carathéodory function on the product X × A of Borel spaces, where A is also compact. We demonstrate its application by providing a self-contained and elementary proof of a result of A. Nowak in discrete-time Markov decision processes.

Item Type:	Article
Uncontrolled Keywords:	Caratheodory function, Markov decision processes, monotone approximation
Depositing User:	Symplectic Admin
Date Deposited:	06 Aug 2018 06:46
Last Modified:	15 Mar 2024 23:51
DOI:	10.1134/S0040585X97T988630
Related URLs:	Author
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3024539