Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
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Publication:3153648
DOI10.1239/jap/1025131422zbMath1028.90078OpenAlexW2039184239MaRDI QIDQ3153648
Publication date: 6 November 2002
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1025131422
continuous-time Markov decision processoptimal stationary policydiscounted criterionpossibly unbounded transition and reward ratestransition and reward rates
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