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We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), which are classes of (finitely presented) countable-state MDPs and zero-su...
We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing o...
We consider the problem of solving a nonhomogeneous infinite horizon Markov Decision Process (MDP) problem in the general case of potentially multiple optimal first period polic...
Torpong Cheevaprawatdomrong, Irwin E. Schochetman,...