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_
|Date of creation:||24 Apr 2002|
|Date of revision:|
|Contact details of provider:|| Postal: HEC Paris, 78351 Jouy-en-Josas cedex, France|
Web page: http://www.hec.fr/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
When requesting a correction, please mention this item's handle: RePEc:ebg:heccah:0756. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sandra Dupouy)
If references are entirely missing, you can add them using this form.