Open AccessBlackwell Spaces and -Approximations of Markov Chains
Author(s) -
Giacomo Aletti,
Diane Saada
Publication year - 2011
Publication title -
international journal of stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 28
eISSN - 2090-3340
pISSN - 2090-3332
DOI - 10.1155/2011/801303
Subject(s) - markov chain , mathematics , space (punctuation) , chain (unit) , mathematical optimization , approximations of π , markov process , discrete mathematics , computer science , statistics , physics , astronomy , operating system
On a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem. The approximating problemis proved to converge to the optimal reduced problem under different pseudometrics
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