Nowak's theorem on probability measures induced by strategies revisited
Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 405-414

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In this paper, we present a new monotone approximation of a given real-valued Carathéodory function on the product ${X}\times{A}$ of Borel spaces, where $A$ is also compact. We demonstrate its application by providing a self-contained and elementary proof of a result of A. Nowak in discrete-time Markov decision processes.
Keywords: Carathéodory function, Markov decision processes, monotone approximation.
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     author = {A. Kurushima and A. Piunovskiy and Y. Zhang},
     title = {Nowak's theorem on probability measures induced by strategies revisited},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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A. Kurushima; A. Piunovskiy; Y. Zhang. Nowak's theorem on probability measures induced by strategies revisited. Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 405-414. http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a8/