Continuous-time Markov decision processes with state-dependent discount factors
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Publication:693162
DOI10.1007/s10440-012-9669-3zbMath1281.90082MaRDI QIDQ693162
Publication date: 7 December 2012
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10440-012-9669-3
dynamic programming; explicit expression; continuous-time Markov decision processes; explicit and exact solution; state-dependent discount factor
90C40: Markov and semi-Markov decision processes
60J27: Continuous-time Markov processes on discrete state spaces
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