Continuous-time Markov decision processes with state-dependent discount factors

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Cited In (9)

Continuous time Markov decision processes with discounted moment criterion
Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs
Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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On some continuous time discounted Markov decision process.
Zero-sum semi-Markov games with state-action-dependent discount factors
Asymptotic optimality and rates of convergence of quantized stationary policies in continuous-time Markov decision processes
On the First Passage $g$-Mean-Variance Optimality for Discounted Continuous-Time Markov Decision Processes
Markov decision processes with state-dependent discount factors and unbounded rewards/costs

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