Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Yonghui Huang, Zhaotong Lian, Xianping Guo
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Yonghui ; Lian, Zhaotong ; Guo, Xianping |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 1, p. 96-103
|
| Subject: | Finite horizon | HJB equation | Optimal policy | Piecewise deterministic Markov decision processes | Risk sensitive | Unbounded transition rates | Theorie | Theory | Markov-Kette | Markov chain | Entscheidung | Decision | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2019.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169614