Continuous-Time Markov Decision Processes with State-Dependent Discount Factors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10440-012-9669-3.pdf
Reference23 articles.
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3. Dynkin, E.B., Yushkevich, A.A.: Controlled Markov Processes. Springer, New York (1979)
4. Feinberg, E.A.: Continuous-time jump Markov decision processes: A discrete-event approach. Math. Oper. Res. 29, 492–524 (2004)
5. Feinberg, E.A., Shwartz, A.: Markov decision models with weighted discounted criteria. Math. Oper. Res. 19(1), 152–168 (1994)
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