Article

A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games

Jérôme Renault, and Xavier Venel

Keywords

Markov decision processes; gambling houses; POMDPs; repeated games; distance for belief spaces; Kantorovich-Rubinstein duality; Wasserstein metric; limit value; uniform value; general values; characterization of the value;

Replaces

Jérôme Renault, and Xavier Venel, A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games, TSE Working Paper, n. 17-748, January 2017.

Reference

Jérôme Renault, and Xavier Venel, A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games, Mathematics of Operations Research, vol. 42, n. 2, 2017, pp. 349–376.

Published in

Mathematics of Operations Research, vol. 42, n. 2, 2017, pp. 349–376