Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach
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Publication:457293
DOI10.1007/s10288-013-0236-1zbMath1297.90174arXiv1103.0134OpenAlexW2016588739MaRDI QIDQ457293
Yi Zhang, Aleksey B. Piunovskiy
Publication date: 26 September 2014
Published in: 4OR (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.0134
Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)
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