Kolmogorov forward equation and explosiveness in countable state Markov processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-012-1262-7.pdf
Reference15 articles.
1. Anderson, W. J. (1991). Continuous-time Markov chains. Berlin: Springer.
2. Blackwell, D. (1955). On transient Markov processes with a countable number of states and stationary transition probabilities. The Annals of Mathematical Statistics, 26, 654–658.
3. Chung, K. L. (1960). Markov chains with stationary transition probabilities. Berlin: Springer.
4. Dekker, R., & Hordijk, A. (1988). Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. Mathematics of Operations Research, 13, 395–421.
5. Dekker, R., & Hordijk, A. (1992). Recurrence conditions for average and Blackwell optimality in denumerable Markov decision chains. Mathematics of Operations Research, 17, 271–289.
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