Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759)
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scientific article; zbMATH DE number 7136983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates |
scientific article; zbMATH DE number 7136983 |
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Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (English)
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27 November 2019
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continuous-time Markov decision process
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unbounded transition and cost rates
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risk-sensitive discounted optimality
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optimality equation
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Foster-Lyapunov and logarithm growth conditions
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