Alexey B. Piunovskiy, Yi Zhang. Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach. 4OR, 12(1):49-75, 2014. [doi]
@article{PiunovskiyZ14,
title = {Discounted continuous-time Markov decision processes with unbounded rates and randomized history-dependent policies: the dynamic programming approach},
author = {Alexey B. Piunovskiy and Yi Zhang},
year = {2014},
doi = {10.1007/s10288-013-0236-1},
url = {http://dx.doi.org/10.1007/s10288-013-0236-1},
researchr = {https://researchr.org/publication/PiunovskiyZ14},
cites = {0},
citedby = {0},
journal = {4OR},
volume = {12},
number = {1},
pages = {49-75},
}