Guo, Xianping; Zhang, Wenzhao - In: European Journal of Operational Research 238 (2014) 2, pp. 486-496
In this paper we consider the convergence of a sequence {Mn} of the models of discounted continuous-time constrained Markov decision processes (MDP) to the “limit” one, denoted by M∞. For the models with denumerable states and unbounded transition rates, under reasonably mild conditions we...