Green measures for Markov processes

INVARIANT MEASURES FOR MARKOV PROCESSES(i)

Srb Measures for Certain Markov Processes

We study Markov processes generated by iterated function systems (IFS). The constituent maps of the IFS are monotonic transformations of the interval with common fixed points at 0 and 1. We first obtain an upper bound on the number of SRB (Sinai-Ruelle-Bowen) measures for the IFS. Then theorems are given to analyze properties of the ergodic invariant measures δ0 and δ1. In particular, sufficien...

Large Deviations for Occupation Measures for Markov Processes

A simple proof of Donsker-Varadhan’s large deviation principle (LDP) for occupation measure of Markov process, valued in R, with the discrete time is given. A proof is based on a new version of Dupui-Ellis’s large deviation principle for two-dimensional occupation measures. In our setting, an existence of the invariant measure does not assumed. This condition is replaced (from point of view of ...

Accelerated decomposition techniques for large discounted Markov decision processes

Many hierarchical techniques to solve large Markov decision processes (MDPs) are based on the partition of the state space into strongly connected components (SCCs) that can be classified into some levels. In each level, smaller problems named restricted MDPs are solved, and then these partial solutions are combined to obtain the global solution. In this paper, we first propose a novel algorith...

The Existence Op Stationary Measures for Certain Markov Processes