Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes
Yonghui Huang, Zhaotong Lian, Xianping Guo
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Yonghui ; Lian, Zhaotong ; Guo, Xianping |
| Subject: | Discounted cost | HJB equation | Non-stationarity | Piecewise deterministic Markov decision processes | Risk sensitive | Markov-Kette | Markov chain | Theorie | Theory | Entscheidung | Decision | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-022-00726-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445644