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Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process

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dc.contributor.authorDufour, François
dc.contributor.authorPrieto Rumeau, Tomás
dc.date.accessioned2024-11-08T08:37:48Z
dc.date.available2024-11-08T08:37:48Z
dc.date.issued2022-01-15
dc.description.abstractWe consider a Markov decision process with countable state space and Borel action space. We are interested in maximizing the probability that the controlled Markov chain visits some subset of the state space infinitely often. We provide sufficient conditions, based on continuity and compactness requirements, together with a stability condition on a parametrized family of auxiliary control models, which imply the existence of an optimal policy that is deterministic and stationary. We compare our hypotheses with those existing in the literature.en
dc.description.versionversión final
dc.identifier.citationFrançois Dufour, Tomás Prieto-Rumeau, Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process, Journal of Mathematical Analysis and Applications, Volume 505, Issue 2, paper 125639 (2022). https://www.sciencedirect.com/science/article/abs/pii/S0022247X21007186 https://doi.org/10.1016/j.jmaa.2021.125639
dc.identifier.doihttps://doi.org/10.1016/j.jmaa.2021.125639
dc.identifier.issn0022-247X; e-ISSN: 1096-0813
dc.identifier.urihttps://hdl.handle.net/20.500.14468/24309
dc.journal.issue2
dc.journal.titleJournal of Mathematical Analysis and Applications
dc.journal.volume505
dc.language.isoen
dc.publisherElsevier
dc.relation.centerFacultades y escuelas::Facultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.es
dc.subject12 Matemáticas
dc.subject12 Matemáticas::1209 Estadística
dc.subject53 Ciencias Económicas::5311 Organización y dirección de empresas ::5311.07 Investigación operativa
dc.subject.keywordsMarkov decision processen
dc.subject.keywordscountable state spaceen
dc.subject.keywordsvisiting a set in- finitely oftenen
dc.subject.keywordsnon-additive optimality criterionen
dc.titleMaximizing the probability of visiting a set infinitely often for a countable state space Markov decision processen
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dc.typejournal articleen
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relation.isAuthorOfPublication.latestForDiscovery6f28d560-9dfd-4c43-ac89-b1064aedac5c
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