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 ...
The problem of optimal control of a discrete time stationary Markov chain with complete state information has been considered by many authors. The case with finitely many states and controls has been ...