Studies continuous-time discounted jump MDPs with jointly optimized actions and discrete observation times, giving explicit optimal policies for gated queues and numerical results for inventory control.
Some generalizations of the theory of cumulat ive sums of random variables,
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Continuous-Time Markov Decision Processes with Controlled Observations
Studies continuous-time discounted jump MDPs with jointly optimized actions and discrete observation times, giving explicit optimal policies for gated queues and numerical results for inventory control.