Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes. - Eugene A. Feinberg; Manasa Mandava; Albert N. Shiryaev (CDC, 2013)

Kolmogorov's equations for jump Markov processes with unbounded jump rates. - Eugene A. Feinberg; Manasa Mandava; Albert N. Shiryaev (Ann. Oper. Res., 2022)

Sufficiency of Markov Policies for Continuous-Time Jump Markov Decision Processes. - Eugene A. Feinberg; Manasa Mandava; Albert N. Shiryaev (Math. Oper. Res., 2022)