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hal.structure.identifierMéthodes avancées d’apprentissage statistique et de contrôle [ASTRAL]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierInstitut Polytechnique de Bordeaux [Bordeaux INP]
dc.contributor.authorDUFOUR, François
dc.contributor.authorPRIETO-RUMEAU, Tomás
dc.date2024
dc.date.accessioned2024-04-04T02:31:31Z
dc.date.available2024-04-04T02:31:31Z
dc.date.issued2024
dc.identifier.issn1292-8119
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/190315
dc.description.abstractEnIn 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 models, solutions to the characteristic equation that are not occupation measures may exist. Several necessary and sufficient conditions are provided to guarantee that any solution to the characteristic equation is an occupation measure.Under the so-called continuity-compactness conditions, we first show that a measure is precisely an occupation measure if and only if it satisfies the characteristic equation and an additional absolute continuity condition. Secondly, it is shown that the set of occupation measures is compact in the weak-strong topology if and only if the model is uniformly absorbing. Several examples are provided to illustrate our results.
dc.language.isoen
dc.publisherEDP Sciences
dc.rights.urihttp://creativecommons.org/licenses/by/
dc.title.enAbsorbing Markov Decision Processes
dc.typeArticle de revue
dc.subject.halMathématiques [math]
bordeaux.journalESAIM: Control, Optimisation and Calculus of Variations
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-04377071
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-04377071v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=ESAIM:%20Control,%20Optimisation%20and%20Calculus%20of%20Variations&rft.date=2024&rft.eissn=1292-8119&rft.issn=1292-8119&rft.au=DUFOUR,%20Fran%C3%A7ois&PRIETO-RUMEAU,%20Tom%C3%A1s&rft.genre=article


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