1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2020
Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
This paper extends to Continuous-Time Jump Markov Decision Processes (CTJMDP) the classic result for Markov Decision Processes stating that, for a given initial state distribution,…
math.PR2013★ 1 cited
On solutions of Kolmogorov's equations for jump Markov processes
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev
This paper studies three ways to construct a nonhomogeneous jump Markov process: (i) via a compensator of the random measure of a multivariate point process, (ii) as a minimal solu…