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相关论文: Further remarks on absorbing Markov decision proce…

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For a Markov decision process with countably infinite states, the optimal value may not be achievable in the set of stationary policies. In this paper, we study the existence conditions of an optimal stationary policy in a countable-state…

最优化与控制 · 数学 2020-07-06 Li Xia , Xianping Guo , Xi-Ren Cao

In proving large deviation estimates, the lower bound for open sets and upper bound for compact sets are essentially local estimates. On the other hand, the upper bound for closed sets is global and compactness of space or an exponential…

概率论 · 数学 2015-10-20 Chiranjib Mukherjee , S. R. S. Varadhan

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

动力系统 · 数学 2014-11-18 Ivan Werner

We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…

系统与控制 · 电气工程与系统科学 2020-08-18 Yasin Yazicioglu

We show that there is a compact topological space carrying a measure which is not a weak* limit of finitely supported measures but is in the sequential closure of the set of such measures. We construct compact spaces with measures of…

一般拓扑 · 数学 2012-09-21 Piotr Borodulin-Nadzieja , Omar Selim

The present paper considers the constrained optimal control problem with total undiscounted criteria for a continuous-time Markov decision process (CTMDP) in Borel state and action spaces. Under the standard compactness and continuity…

最优化与控制 · 数学 2014-10-31 Xianping Guo , Yi Zhang

We consider average-cost Markov decision processes (MDPs) with Borel state and action spaces and universally measurable policies. For the nonnegative cost model and an unbounded cost model, we introduce a set of conditions under which we…

最优化与控制 · 数学 2019-01-14 Huizhen Yu

For a continuous map $T$ of a compact metrizable space $X$ with finite topological entropy, the order of accumulation of entropy of $T$ is a countable ordinal that arises in the context of entropy structure and symbolic extensions. We show…

动力系统 · 数学 2009-11-23 David Burguet , Kevin McGoff

In the work it is shown that the space of idempotent probability measures with compact supports is kappa-metrizable if the given Tychonoff space is kappa-metrizable. It is constructed a series of max-plus-convex subfunctors of the functor…

一般拓扑 · 数学 2019-05-23 Azad Yangibayevich Ishmetov

A compactness of the Revuz map is established in the sense that the locally uniform convergence of a sequence of positive continuous additive functionals is derived in terms of their smooth measures. To this end, we first introduce a metric…

We prove that the entropy map for countable Markov shifts of finite entropy is upper semi-continuous at ergodic measures. Note that the phase space is non-compact. Applications to systems that can be coded by these shifts, such as positive…

动力系统 · 数学 2021-08-16 Godofredo Iommi , Mike Todd , Aníbal Velozo

Simple random coverage models, well studied in Euclidean space, can also be defined on a general compact metric space. By analogy with the geometric models, and with the discrete coupon collector's problem and with cover times for finite…

概率论 · 数学 2021-02-01 David J. Aldous

We extend the definition of topological pressure to locally compact Hausdorff spaces, and we demonstrate a "variational principle" comparing the topological and measure theoretic pressures. Given a continuous $\mathbb{Z}_+^N$-action $T$…

动力系统 · 数学 2021-09-24 André Caldas , Hermano Farias

This article considers the average optimality for a continuous-time Markov decision process with Borel state and action spaces and an arbitrarily unbounded nonnegative cost rate. The existence of a deterministic stationary optimal policy is…

最优化与控制 · 数学 2014-03-05 Yi Zhang

A semi-Markov process is one that changes states in accordance with a Markov chain but takes a random amount of time between changes. We consider the generalisation to semi-Markov processes of the classical Lamperti law for the occupation…

统计力学 · 物理学 2022-07-13 Théo Dessertaine , Claude Godrèche , Jean-Philippe Bouchaud

We prove the existence of SRB measures for diffeomorphisms where a positive volume set of initial conditions satisfy an "effective hyperbolicity" condition that guarantees certain recurrence conditions on the iterates of Lebesgue measure.…

动力系统 · 数学 2017-10-25 Vaughn Climenhaga , Dmitry Dolgopyat , Yakov Pesin

In this present article, we get sufficient conditions for the existence and uniqueness of fixed points and common fixed points for single and double mapping satisfying various contractive conditions within the partially ordered…

综合数学 · 数学 2017-05-29 Meltem Kaya , Hasan Furkan

Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…

概率论 · 数学 2026-04-07 Takashi Kamihigashi , John Stachurski

In this article, we introduce the notions of sequentially compactness and boundedly compactness in the framework of a newly defined $b_v(s)$-metric space which is a generalization of usual metric spaces and several other abstract spaces. We…

泛函分析 · 数学 2018-02-12 Hiranmoy Garai , Lakshmi Kanta Dey , Pratikshan Mondal

We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of…

动力系统 · 数学 2015-04-29 Ian Melbourne , Roland Zweimüller