|
This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
Nowak's theorem on probability measures induced by strategies revisited
A. Kurushimaa, A. Piunovskiyb, Y. Zhangb a Department of Economics, Faculty of Economics, Sophia University, Tokyo, Japan
b Department of Mathematical Sciences, University of Liverpool, Liverpool, U.K.
Abstract:
In this paper, we present a new monotone approximation of a given real-valued Carathéodory function on the product ${X}\times{A}$ 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.
Keywords:
Carathéodory function, Markov decision processes, monotone approximation.
Received: 06.12.2016
Citation:
A. Kurushima, A. Piunovskiy, Y. Zhang, “Nowak's theorem on probability measures induced by strategies revisited”, Teor. Veroyatnost. i Primenen., 62:2 (2017), 405–414; Theory Probab. Appl., 62:2 (2018), 328–334
Linking options:
https://www.mathnet.ru/eng/tvp5113https://doi.org/10.4213/tvp5113 https://www.mathnet.ru/eng/tvp/v62/i2/p405
|
Statistics & downloads: |
Abstract page: | 430 | Full-text PDF : | 51 | References: | 80 | First page: | 39 |
|