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…