Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces |
scientific article |
Statements
Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (English)
0 references
6 May 2020
0 references
continuous-time Markov decision process
0 references
finite horizon risk-sensitive criterion
0 references
history-dependent policy
0 references
unbounded transition/cost rates
0 references
optimal policy
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
