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arXiv 2107.02207math.PR
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半一致Feller随机核

Semi-Uniform Feller Stochastic Kernels

Eugene A. Feinberg, Pavlo O. Kasyanov, Michael Z. Zgurovsky

摘要:

本文研究了从Polish空间的Borel子集到Polish空间的两个Borel子集的乘积的转移概率。对于这样的转移概率,引入并研究了半一致Feller连续性的性质。本文给出了半一致Feller连续的几个等价定义,并建立了它在积分下的保持性。本研究的动机来自不完全信息的马尔可夫决策过程理论,本文提供了这一理论有用的基本结果。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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