Approximation of target problems in Blackwell spaces

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dc.creatorAletti, Giacomo
dc.creatorSaada, Diane
dc.date2009-01-13
dc.date.accessioned2026-07-07T12:29:03Z
dc.date.available2026-07-07T12:29:03Z
dc.descriptionOn a weakly Blackwell space we show how to define a Markov chain approximating problem, for the target problem. The approximating problem is proved to converge to the optimal reduced problem under different pseudometrics. A computational example of compression of information is discussed.
dc.identifierhttps://arxiv.org/abs/0901.1871
dc.identifierhttp://arxiv.org/abs/0901.1871
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/215748
dc.subjectProbability
dc.subject60J10; 60J05; 05C20
dc.titleApproximation of target problems in Blackwell spaces
dc.typetext

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