2 papers
math.PR2024
A note on weak compactness of occupation measures for an absorbing Markov decision process
François Dufour, Tomás Prieto-Rumeau
We consider an absorbing Markov decision process with Borel state and action spaces. We study conditions under which the MDP is uniformly absorbing and the set of occupation measur…
math.OC2023
Nash equilibria for total expected reward absorbing Markov games: the constrained and unconstrained cases
François Dufour, Tomás Prieto-Rumeau
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carathéodory functions and…