Mathematics – Probability
Scientific paper
2009-01-13
Mathematics
Probability
Scientific paper
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.
Aletti Giacomo
Saada Diane
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