@inproceedings{2e57027dee714e14a9217a4081adfac7,
title = "DISCRETIZATION PROCEDURES FOR CONTINUOUS TIME DECISION PROCESSES.",
abstract = "This paper considers decision processes with countable state space and continuous time parameter. The permitted policies are not restricted to the class of memoryless policies. In order to construct the probability law of a decision process ruled by a fixed non-memoryless policy, a sequence of discrete-time stochastic processes is defined by a discretization procedure, and the weak convergence of this sequence of processes is proved. Using this weak convergence property it can be proved that to any policy depending on the past states and with weak regularity conditions and any initial state there exists a memoryless (randomized) policy such that the one-dimensional marginal distributions at time t of the both induced processes are the same for all t. Refs.",
author = "Arie Hordijk and {van der Duyn Schouten}, {Frank A.}",
year = "1978",
language = "English",
series = "Thin Solid Films",
publisher = "D. Reidel Publ Co",
pages = "143--154",
booktitle = "Thin Solid Films",
note = "Trans of the Prague Conf on Inf Theory, Stat Decis Funct, Random Processes, 8th ; Conference date: 28-08-1978 Through 01-09-1978",
}