Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
O. L. V. Costa, F. Dufour
| Year of publication: |
2021
|
|---|---|
| Authors: | Costa, Oswaldo Luiz do Valle ; Dufour, François |
| Subject: | Risk-sensitive control problem | Continuous control | Piecewise deterministic Markov process | Continuous-time Markov decision process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-020-00732-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012548532