Zhang, Lanlan; Guo, Xianping - In: Mathematical Methods of Operations Research 67 (2008) 2, pp. 323-340
In this paper, we study constrained continuous-time Markov decision processes with a denumerable state space and unbounded reward/cost and transition rates. The criterion to be maximized is the expected average reward, and a constraint is imposed on an expected average cost. We give suitable...
