Asymptotic optimality of a class of controlled non-Markov processes

DOI10.1080/00036811.2024.2368078MaRDI QIDQ6918125zbMATH OpenFDO

Authors F. Dufour, Ky Tran, Le Yi Wang, George Yin

Publication date 10 October 2025

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00036811.2024.2368078

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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