Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Mathematics of Operations Research, 2022, Volume 47, Issue 2, Pages 1266

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Mathematics of Operations Research, 2022, Volume 47, Issue 2, Pages 1266–1286
DOI: https://doi.org/10.1287/moor.2021.1169 (Mi mor2)

This article is cited in 3 scientific papers (total in 3 papers)

Sufficiency of Markov policies for continuous-time jump Markov decision processes

Eugene A. Feinberg^a, Manasa Mandava^b, Albert N. Shiryaev^c

^a Stony Brook University, Stony Brook, New York, 11794, USA
^b Indian School of Business, Hyderabad, 500032, India
^c Steklov Mathematical Institute, Moscow, 119991, Russia

Citations (3)

DOI: https://doi.org/10.1287/moor.2021.1169

Funding agency	Grant number
National Science Foundation	CMMI-1636193
This work was supported by the Division of Civil, Mechanical and Manufacturing Innovation [Grant CMMI-1636193] .

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Document Type: Article

Language: English

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This publication is cited in the following 3 articles:

Bora Çekyay, “Discounted cost exponential semi-Markov decision processes with unbounded transition rates: a service rate control problem with impatient customers”, Prob. Eng. Inf. Sci., 2024, 1
Xin Guo, Yonghui Huang, “Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces”, Stochastics, 2024, 1
E. A. Feinberg, A. N. Shiryaev, “On forward and backward Kolmogorov equations for purely jump Markov processes and their generalizations”, Theory Probab. Appl., 68:4 (2024), 643–656

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