Semi-Uniform Feller Stochastic Kernels
Probability
2023-01-09 v8
Abstract
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.
Cite
@article{arxiv.2107.02207,
title = {Semi-Uniform Feller Stochastic Kernels},
author = {Eugene A. Feinberg and Pavlo O. Kasyanov and Michael Z. Zgurovsky},
journal= {arXiv preprint arXiv:2107.02207},
year = {2023}
}
Comments
arXiv admin note: text overlap with arXiv:1903.11629