Article ID: | iaor20106034 |
Volume: | 72 |
Issue: | 1 |
Start Page Number: | 75 |
End Page Number: | 94 |
Publication Date: | Aug 2010 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Guo Xianping, Ye Liuer |
This paper is devoted to studying continuous-time Markov decision processes with general state and action spaces, under the long-run expected average reward criterion. The transition rates of the underlying continuous-time Markov processes are allowed to be