Continuous-time controlled Markov chains.
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Publication:1872339
DOI10.1214/aoap/1042765671zbMath1049.60067OpenAlexW2072820154MaRDI QIDQ1872339
Xianping Guo, Onésimo Hernández-Lerma
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1042765671
Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
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