Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
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Publication:2148915
DOI10.1007/s00186-022-00779-9zbMath1494.90125arXiv2104.12366OpenAlexW3158881447MaRDI QIDQ2148915
Publication date: 24 June 2022
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.12366
optimal controlHJB equationcontinuous-time Markov decision processgeneral state spacehistory-dependent controlrisk-sensitive discounted criterion
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