Approximating a sequence of observations by a simple process
Given a sequence (s0; s1,..., sN) of observations from a finite set S, we construct a process (sn)n_
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- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2003.
"Stochastic Games with Imperfect Monitoring,"
1376, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Eilon Solan & Nicolas Vieille, 2002.
"Perturbed Markov Chains,"
1342, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- MERTENS, Jean-François, .
CORE Discussion Papers RP
1587, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier.
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