Continuous-Time Markov Decision Processes: Theory and Applications
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and Summary.- Continuous-Time Markov Decision Processes.- Average Optimality for Finite Models.- Discount Optimality for Nonnegative Costs.- Average Optimality for Nonnegative Costs.- Discount Optimality for Unbounded Rewards.- Average Optimality for Unbounded Rewards.- Average Optimality for Pathwise Rewards.- Advanced Optimality Criteria.- Variance Minimization.- Constrained Optimality for Discount Criteria.- Constrained Optimality for Average Criteria.