We consider a system with a finite number of states, 1, 2, ⋯, S. Periodically we observe the current state of the system and perform an action, a, from a finite set A of possible actions. As a joint ...

The Annals of Statistics, Vol. 4, No. 6 (Nov., 1976), pp. 1219-1235 (17 pages) The paper deals with continuous time Markov decision processes on a fairly general state space. The rewards are ...