Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430)

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scientific article; zbMATH DE number 7371316
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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
scientific article; zbMATH DE number 7371316

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    Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (English)
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    14 July 2021
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    risk-sensitive control problem
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    continuous control
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    piecewise deterministic Markov process
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    continuous-time Markov decision process
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