most citedOn solutions of Kolmogorov's equations for jump Markov processes

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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,…