Constrained Continuous-Time Markov Control Processes with Discounted Criteria (Q4799713)

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scientific article; zbMATH DE number 1887602
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Constrained Continuous-Time Markov Control Processes with Discounted Criteria
scientific article; zbMATH DE number 1887602

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    Constrained Continuous-Time Markov Control Processes with Discounted Criteria (English)
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    25 March 2003
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    continuous-time Markov processes
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    unbounded reward/cost
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    transition rates
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    discounted criteria
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    constrained-optimal policy
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