Continuous-time controlled Markov chains with discounted rewards (Q1417644)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time controlled Markov chains with discounted rewards |
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Continuous-time controlled Markov chains with discounted rewards (English)
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5 January 2004
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continuous-time controlled Markov chains
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unbounded reward and transition rates
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discounted criterion
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optimal stationary policies
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martingale characterization
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