Discounted continuous-time constrained Markov decision processes in Polish spaces
Discounted continuous-time constrained Markov decision processes in Polish spaces
This paper is devoted to studying constrained continuous-time Markov decision processes (MDPs) in the class of randomized policies depending on state histories. The transition rates may be unbounded, the reward and costs are admitted to be unbounded from above and from below, and the state and action spaces are Polish …