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.
Liberzon, Calculus of variations and optimal control theory: a concise introduction
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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.