The Annals of Statistics, Vol. 4, No. 6 (Nov., 1976), pp. 1219-1235 (17 pages) The paper deals with continuous time Markov decision processes on a fairly general state space. The rewards are ...
In this paper our objective is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite time horizon discounted ...
Markov Processes are central objects in probability theory. Its characterising property can be characterised intuitively as follows: given the information of the historical development the ...