A risk minimization problem for finite horizon semi-Markov decision processes with loss rates

DOI10.3934/jdg.2018009zbMath1406.90124OpenAlexW2786720278MaRDI QIDQ1714480

Qiuli Liu, XiaoLong Zou

Publication date: 1 February 2019

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2018009

zbMATH Keywords

risk probabilitysemi-Markov decision processesoptimal policyloss rate

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (1)

A survey of gradient methods for solving nonlinear optimization

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