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math.OC2025
Long run control of nonhomogeneous Markov processes
Łukasz Stettner
In the paper average reward per unit time and average risk sensitive reward functionals are considered for controlled nonhomogeneous Markov processes. Existence of solutions to sui…
math.OC2025
Markov control of continuous time Markov processes with long run functionals by time discretization
Lukasz Stettner
In the paper we study continuous time controlled Markov processes using discrete time controlled Markov processes. We consider long run functionals: average reward per unit time or…