Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

Alexey B. Piunovskiy, Yi Zhang. Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach. SIAM J. Control and Optimization, 49(5):2032-2061, 2011. [doi]

Abstract

Abstract is missing.