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math.OC2016
Note on discounted continuous-time Markov decision processes with a lower bounding function
Xin Guo, Alexey Piunovskiy, Yi Zhang
In this paper, we consider the discounted continuous-time Markov decision process (CTMDP) with a lower bounding function. In this model, the negative part of each cost rate is boun…
math.OC2016
Zero-sum continuous-time Markov pure jump game over a fixed duration
Xin Guo, Yi Zhang
This paper considers a two-person zero-sum continuous-time Markov pure jump game in Borel state and action spaces over a fixed finite horizon. The main assumption on the model is t…