2 papers
math.OC2025
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…
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…