Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates

New discount and average optimality conditions for continuous-time Markov decision processes

(2016) Xianping Guo et al.   ADVANCES IN APPLIED PROBABILITY

On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes

(2013) Eugene A. Feinberg et al.   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Continuous-Time Markov Decision Processes with State-Dependent Discount Factors

(2012) Liuer Ye et al.   ACTA APPLICANDAE MATHEMATICAE

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models

(2012) Tomás Prieto-Rumeau et al.   JOURNAL OF APPLIED PROBABILITY

Linear Programming and Constrained Average Optimality for General Continuous-Time Markov Decision Processes in History-Dependent Policies

(2012) Xianping Guo et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

(2011) Xianping Guo et al.   MATHEMATICS OF OPERATIONS RESEARCH

Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach

(2011) Alexey Piunovskiy et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

(2010) Alexey Piunovskiy et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains

(2009) T. Prieto-Rumeau et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL