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math.OC2023
On the continuity of the projection mapping from strategic measures to occupation measures in absorbing Markov decision processes
Alexey Piunovskiy, Yi Zhang
In this paper, we prove the following assertion for an absorbing Markov decision process (MDP) with the given initial distribution, which is also assumed to be semi-continuous: the…
math.OC2023
Extreme occupation measures in Markov decision processes with a cemetery
Alexey Piunovskiy, Yi Zhang
In this paper, we consider a Markov decision process (MDP) with a Borel state space , where is an absorbing state (cemetery), and a Borel action space $\te…