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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.OC2023
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…