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Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space

Subrata Golui, Chandan Pal
Year of publication:
2022
Authors: Golui, Subrata ; Pal, Chandan
Subject: Continuous-time Markov decision process | General state space | History-dependent control | HJB equation | Optimal control | Risk-sensitive discounted criterion | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming
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