In this paper, we consider a Markov decision process (MDP) with a Borel state space, where
is an absorbing state (cemetery), and a Borel action space. We consider the space of finite …

We study discrete-time discounted constrained Markov decision processes (CMDPs) with
Borel state and action spaces. These CMDPs satisfy either weak (W) continuity conditions …

In this paper, we consider a Markov decision process (MDP) with a Borel state space $\textbf
{X}\cup\{\Delta\} $, where $\Delta $ is an absorbing state (cemetery), and a Borel action …

In this paper we study absorbing continuous-time Markov decision processes in Polish state
spaces with unbounded transition and cost rates, and history-dependent policies. The …

This paper focuses on the constrained optimality problem (COP) of first passage discrete-
time Markov decision processes (DTMDPs) in denumerable state and compact Borel action …

In this paper, two-person zero-sum Markov games with Borel state space and action space,
unbounded reward function and state-dependent discount factors are studied. The optimal …

In this paper, we deal with two-person zero-sum stochastic games for discrete-time Markov
processes. The optimality criterion to be studied is the discounted payoff criterion during a …

This paper is concerned with the convergence of a sequence of discrete-time Markov
decision processes (DTMDPs) with constraints, state-action dependent discount factors, and …

In this study, the numerical calculation of optimal policy pairs in two‐person zero‐sum
stochastic games with unbounded reward functions and state‐dependent discount factors …

This paper is related to Markov Decision Processes. The optimal control problem is to
minimize the expected total discounted cost, with a non-constant discount factor. The …