3 papers
math.OC2025
Absorbing Markov Decision Processes: Geometric Properties and Sufficiency of Finite Mixtures of Deterministic Policies
Francois Dufour, Tomas Prieto-Rumeau
In this paper we investigate several geometric properties of the set of occupancy measures. In particular, we analyse the structure of the faces generated by a given occupancy meas…
math.PR2025
On the Feinberg-Piunovskiy Theorem and its extension to chattering policies
Francois Dufour, Tomas Prieto-Rumeau
The Feinberg-Piunovskiy Theorem established in [14, Theorem 3.8] asserts that for a discrete-time uniformly absorbing and atomless Markov Decision Process (MDP) with Borel state sp…
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…