Markov decision processes with state-dependent discount factors and unbounded rewards/costs

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},
}