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Indian School of Business

Feinberg, E and Mandava, M and Shiryaev, A N (2017) Kolmogorov’s Equations for Jump Markov Processes with Unbounded Jump Rates. Annals of Operations Research, 317. pp. 587-604. ISSN 1572-9338

Feinberg, E A and Mandava, M and Shiryaev, A N (2014) On solutions of Kolmogorovʼs equations for nonhomogeneous jump Markov processes. Journal of Mathematical Analysis and Applications, 411 (1). pp. 261-270. ISSN 1096-0813

Feinberg, E A and Mandava, M and Shiryaev, A N (2013) Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes. In: 52nd IEEE Conference on Decision and Control.

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