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…
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…
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…
A note on weak compactness of occupation measures for an absorbing Markov decision process
François Dufour, Tomás Prieto-Rumeau
We consider an absorbing Markov decision process with Borel state and action spaces. We study conditions under which the MDP is uniformly absorbing and the set of occupation measur…