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 we study absorbing continuous-time Markov decision processes in Polish state spaces with unbounded transition and cost rates, and history-dependent policies.The performance measure is ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...