4 papers · 1 filter
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…
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…