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]

Authors

Alexey B. Piunovskiy

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Yi Zhang

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