The Stochastic Processes of Borel Gambling and Dynamic Programming
Blackwell, David
Ann. Statist., Tome 4 (1976) no. 1, p. 370-374 / Harvested from Project Euclid
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Associated with any Borel gambling model $G$ or dynamic programming model $D$ is a corresponding class of stochastic processes $M(G)$ or $M(D)$. Say that $G(D)$ is regular if there is a $D(G)$ with $M(D) = M(G)$. Necessary and sufficient conditions for regularity are given, and it is shown how to modify any model slightly to achieve regularity.
Publié le : 1976-03-14
Classification:  Borel,  gambling,  dynamic programming,  49C15,  28A05 
@article{1176343412,
     author = {Blackwell, David},
     title = {The Stochastic Processes of Borel Gambling and Dynamic Programming},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 370-374},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343412}
}

Blackwell, David. The Stochastic Processes of Borel Gambling and Dynamic Programming. Ann. Statist., Tome 4 (1976) no. 1, pp.  370-374. http://gdmltest.u-ga.fr/item/1176343412/