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

Jérôme Renault, Xavier Venel

Given a finite set $K$, we denote by $X=\Delta (K)$ the set of probabilities on $K$ and by $Z={\Delta }_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decisio…