6 papers
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…
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…
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…
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…
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…
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…