The Stochastic Processes of Borel Gambling and Dynamic Programming
Borel 赌博模型与动态规划的随机过程
Associated with any Borel gambling model $G$ or dynamic programming model $D$ is a corresponding class of stochastic processes $M(G)$ or $M(D)$. Say that $G(D)$ is regular if there is a $D(G)$ with $M(D) = M(G)$. Necessary and sufficient conditions for regularity are given, and it is shown how to modify any model slightly to achieve regularity.