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NOWAK'S THEOREM ON PROBABILITY MEASURES INDUCED BY STRATEGIES REVISITED.

Authors :
KURUSHIMA, A.
PIUNOVSKIY, A.
ZHANG, Y.
Source :
Theory of Probability & Its Applications. 2018, Vol. 62 Issue 2, p328-334. 7p.
Publication Year :
2018

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0040585X
Volume :
62
Issue :
2
Database :
Academic Search Index
Journal :
Theory of Probability & Its Applications
Publication Type :
Academic Journal
Accession number :
129765264
Full Text :
https://doi.org/10.1137/S0040585X97T988630