Diego Klabjan, Daniel Adelman. Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming. SIAM J. Control and Optimization, 44(6):2104-2122, 2006. [doi]
@article{KlabjanA06, title = {Existence of Optimal Policies for Semi-Markov Decision Processes Using Duality for Infinite Linear Programming}, author = {Diego Klabjan and Daniel Adelman}, year = {2006}, doi = {10.1137/S0363012903437290}, url = {http://dx.doi.org/10.1137/S0363012903437290}, tags = {programming, Markov}, researchr = {https://researchr.org/publication/KlabjanA06}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {44}, number = {6}, pages = {2104-2122}, }