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math.PR2025
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…
math.PR2024
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…