Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs

Author:

Feinberg Eugene A.

Publisher

Birkhäuser Boston

Reference36 articles.

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2. Bellman, R.: Dynamic Programming. Princeton University Press, Princeton, N.J. (1957)

3. Bertsekas, D.P. and Shreve, S.E.: Stochastic Optimal Control: the Discrete Time Case. Academic Press, New York (1978)

4. Blackwell, D.: Positive dynamic programming. In Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability 1 415–418, University of California Press, Berkeley (1967).

5. Dynkin, E.B. and Yushkevich, A.A.: Controlled Markov Processes. Springer, Berlin (1979)

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