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Approximating a sequence of observations by a simple process

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  • VIEILLE, Nicolas
  • ROSENBERG, Dinah
  • SOLAN, Eilon

Abstract

Given a sequence (s0; s1,..., sN) of observations from a finite set S, we construct a process (sn)n_

Suggested Citation

  • VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2002. "Approximating a sequence of observations by a simple process," HEC Research Papers Series 756, HEC Paris.
    • Handle: RePEc:ebg:heccah:0756
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    References listed on IDEAS

    as
    1. 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.
    2. VIEILLE, Nicolas & SOLAN, Eilon, 2002. "Perturbed Markov Chains," HEC Research Papers Series 757, HEC Paris.
    3. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002. "Stochastic Games with Imperfect Monitoring," Discussion Papers 1341, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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    Cited by:

    1. Solan, Eilon, 2018. "Acceptable strategy profiles in stochastic games," Games and Economic Behavior, Elsevier, vol. 108(C), pages 523-540.

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    More about this item

    Keywords

    Markov chains; approximation theory;

    JEL classification:

    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory

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