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  • Search: subject:"Risk-sensitive discounted criterion"
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Continuous-time Markov decision process 1 Decision 1 Entscheidung 1 General state space 1 HJB equation 1 History-dependent control 1 Markov chain 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal control 1 Risk-sensitive discounted criterion 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Golui, Subrata 1 Pal, Chandan 1
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Mathematical methods of operations research : ZOR 1
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Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
Golui, Subrata; Pal, Chandan - In: Mathematical methods of operations research : ZOR 95 (2022) 2, pp. 219-247
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