FINITE STATE CONTINUOUS TIME MARKOV DECISION PROCESSES WITH A FINITE PLANNING HORIZON

[1] Bellman R.E, 1957, DYNAMIC PROGRAMMING

[2] ON THE ITERATIVE METHOD OF DYNAMIC-PROGRAMMING ON A FINITE SPACE DISCRETE-TIME MARKOV PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (04): : 1279 - 1285

[3] Chung K. L., 1960, MARKOV CHAINS STATIO

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] DRESHER M, 1964, ADVANCES GAME THE ED, P211

[6] Dynkin E. B., 1961, THEORY MARKOV PROCES

[7] GRAVES LM, 1956, THEORY FUNCTIONS REA

[8] Mangasarian OL., 1966, SIAM J CONTROL, V4, P139, DOI [DOI 10.1137/0304013, 10.1137/0304013]

[9] OPTIMAL CONTROL OF A CONTINUOUS-TIME MARKOV CHAIN WITH PERIODIC TRANSITION PROBABILITIES [J]. OPERATIONS RESEARCH, 1967, 15 (05) : 872 - +

[10] MILLER BL, 1967, THESIS STANFORD U

[1] Bellman R.E, 1957, DYNAMIC PROGRAMMING

[2] ON THE ITERATIVE METHOD OF DYNAMIC-PROGRAMMING ON A FINITE SPACE DISCRETE-TIME MARKOV PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (04): : 1279 - 1285

[3] Chung K. L., 1960, MARKOV CHAINS STATIO

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] DRESHER M, 1964, ADVANCES GAME THE ED, P211

[6] Dynkin E. B., 1961, THEORY MARKOV PROCES

[7] GRAVES LM, 1956, THEORY FUNCTIONS REA

[8] Mangasarian OL., 1966, SIAM J CONTROL, V4, P139, DOI [DOI 10.1137/0304013, 10.1137/0304013]

[9] OPTIMAL CONTROL OF A CONTINUOUS-TIME MARKOV CHAIN WITH PERIODIC TRANSITION PROBABILITIES [J]. OPERATIONS RESEARCH, 1967, 15 (05) : 872 - +

[10] MILLER BL, 1967, THESIS STANFORD U