Qingda Wei, Xianping Guo. Markov decision processes with state-dependent discount factors and unbounded rewards/costs. Oper. Res. Lett., 39(5):369-374, 2011. [doi]
@article{WeiG11-2, title = {Markov decision processes with state-dependent discount factors and unbounded rewards/costs}, author = {Qingda Wei and Xianping Guo}, year = {2011}, doi = {10.1016/j.orl.2011.06.014}, url = {http://dx.doi.org/10.1016/j.orl.2011.06.014}, researchr = {https://researchr.org/publication/WeiG11-2}, cites = {0}, citedby = {0}, journal = {Oper. Res. Lett.}, volume = {39}, number = {5}, pages = {369-374}, }