  Maxwell's demon is a famous thought experiment and a paradigm of the
thermodynamics of information. It is related to Szilard's engine, a two-state
information-to-work conversion device in which the demon performs single
measurements and extracts work depending on the state measurement outcome. A
variant of these models, the Continuous Maxwell Demon (CMD), was recently
introduced by Ribezzi-Crivellari and Ritort where work was extracted every time
$\tau$ in a two state model. The CMD was able to extract unbounded amounts of
work at the cost of an unbounded amount of information storage. In this work,
we built a generalization of the CMD to the N-states case. We obtained
generalized analytical expressions for the average work extracted and the
information content. We show that the second law inequality for
information-to-work conversion is fulfilled. We illustrate the results for
N-states with uniform transition rates and for the N=3 case.
