Eugene A. Feinberg. Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach. Math. Oper. Res., 29(3):492-524, 2004. [doi]
@article{Feinberg04,
title = {Continuous Time Discounted Jump Markov Decision Processes: A Discrete-Event Approach},
author = {Eugene A. Feinberg},
year = {2004},
doi = {10.1287/moor.1040.0089},
url = {http://dx.doi.org/10.1287/moor.1040.0089},
tags = {Markov, systematic-approach},
researchr = {https://researchr.org/publication/Feinberg04},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {29},
number = {3},
pages = {492-524},
}