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.

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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:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3024539
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