Approximation of target problems in Blackwell spaces

Giacomo Aletti; Diane Saada

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arXiv · 0901.1871

Approximation of target problems in Blackwell spaces

Giacomo Aletti·Diane Saada

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Abstract

On 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.

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Giacomo Aletti, Diane Saada. 2009-01-13. Approximation of target problems in Blackwell spaces. https://arxiv.org/abs/0901.1871

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