Further remarks on absorbing Markov decision processes

Yi Zhang*, Xinran Zheng*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

In this note, based on the recent remarkable results of Dufour and Prieto-Rumeau, we deduce that for an absorbing Markov decision process with a given initial state, under a standard compactness-continuity condition, the space of occupation measures has the same convergent sequences, when it is endowed with the weak topology and with the weak-strong topology. We provided two examples demonstrating that imposed condition cannot be replaced with its popular alternative, and the above assertion does not hold for the space of marginals of occupation measures on the state space. Moreover, the examples also clarify some results in the previous literature.
Original languageEnglish
Article number107191
Number of pages7
JournalOperations Research Letters
Volume57
Early online date24 Sept 2024
DOIs
Publication statusPublished - Nov 2024

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