4 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…
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…
On the expected total reward with unbounded returns for Markov decision processes
François Dufour, Alexandre Genadot
We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded r…