Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
Xin Guo, Qiuli Liu, Yi Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Guo, Xin ; Liu, Qiuli ; Zhang, Yi |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 17.2019, 4, p. 427-442
|
| Subject: | Continuous-time Markov decision processes | Risk-sensitive criterion | Optimality equation | Markov-Kette | Markov chain | Theorie | Theory | Entscheidung | Decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10288-019-0398-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012132940