2 papers
math.OC2023
Absorbing Markov Decision Processes
François Dufour, Tomás Prieto-Rumeau
In this paper, we study discrete-time absorbing Markov Decision Processes (MDP) with measurable state space and Borel action space with a given initial distribution. For such model…
math.OC2021
Stationary Markov Nash equilibria for nonzero-sum constrained ARAT Markov games
François Dufour, Tomás Prieto-Rumeau
We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payo…