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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…
math.OC2014
Impulsive control for continuous-time Markov Decision Processes
François Dufour, Alexei Piunovskiy
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time ho…