Semi-Uniform Feller Stochastic Kernels

Autor: Feinberg, Eugene A., Kasyanov, Pavlo O., Zgurovsky, Michael Z.
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
Popis: This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller continuity. This paper provides several equivalent definitions of semi-uniform Feller continuity and establishes its preservation under integration. The motivation for this study came from the theory of Markov decision processes with incomplete information, and this paper provides fundamental results useful for this theory.
Comment: arXiv admin note: text overlap with arXiv:1903.11629
Databáze: arXiv