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

Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models (Q4903043)

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scientific article; zbMATH DE number 6127045
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Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
scientific article; zbMATH DE number 6127045

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    Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models (English)
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    19 January 2013
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    continuous-time controlled Markov chain
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    approximation of control models
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    discount optimality
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