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Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces

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dc.contributor.authorFrançois Dufour
dc.contributor.authorPrieto Rumeau, Tomás
dc.contributor.orcidhttps://orcid.org/0000-0002-8062-1346
dc.date.accessioned2025-02-05T11:57:19Z
dc.date.available2025-02-05T11:57:19Z
dc.date.issued2024
dc.descriptionThis is the Accepted Manuscript of an article published by Cambridge University Press in Journal of Applied Probability. 2024, available online: https://doi.org/10.1017/JPR.2024.25 Este es el manuscrito aceptado de un artículo publicado por Cambridge University Press en Journal of Applied Probability. 2024, disponible en línea: https://doi.org/10.1017/JPR.2024.25
dc.description.abstractWe consider a Markov control model with Borel state space, metric compact action space, and transitions assumed to have a density function with respect to some probability measure satisfying some continuity conditions. We study the optimization problem of maximizing the probability of visiting some subset of the state space infinitely often, and we show that there exists an optimal stationary Markov policy for this problem. We endow the set of stationary Markov policies and the family of strategic probability measures with adequate topologies (namely, the narrow topology for Young measures and the ws∞ -topology, respectively) to obtain compactness and continuity properties, which allow us to obtain our main results.en
dc.description.versionversión final
dc.identifier.citationDufour F, Prieto-Rumeau T. Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces. Journal of Applied Probability. 2024;61(4):1424-1447. doi:10.1017/jpr.2024.25
dc.identifier.doihttps://doi.org/10.1017/JPR.2024.25
dc.identifier.issn0021-9002 | eISSN 1475-6072
dc.identifier.urihttps://hdl.handle.net/20.500.14468/25821
dc.journal.issue4
dc.journal.titleJournal of Applied Probability
dc.journal.volume61
dc.language.isoen
dc.page.final1447
dc.page.initial1424
dc.publisherCambridge University Press
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::1203 Ciencia de los ordenadores ::1203.17 Informática
dc.subject.keywordsMarkov decision processen
dc.subject.keywordsvisiting a set in nitely oftenen
dc.subject.keywordsnon-additive optimality criterionen
dc.subject.keywordsyoung measuresen
dc.subject.keywordsws1-topologyen
dc.titleMaximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spacesen
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dc.typejournal articleen
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relation.isAuthorOfPublication.latestForDiscovery6f28d560-9dfd-4c43-ac89-b1064aedac5c
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