Borel subset

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Definition

MeasureTheory

Definition

Let $X$ be a set and let $\mathcal{B}$ be the Borel σ-algebra on $X$ . We define a Borel subset to be any subset of $\mathcal{B}$ .

Borel σ-algebra

Lebesgue-Stieltjes Measure

Shrink nicely

Admissible Policy

Controlled Markov Chain

Blackwell's Irrelevant Information Theorem

Extension Theorem

Kolmogorov Extension Theorem