Risk Probability Minimization Problems for Continuous-Time Markov Decision Processes on Finite Horizon

DOI10.1109/TAC.2019.2947654OpenAlexW2980952253MaRDI QIDQ5125749

Hai-Feng Huo, Xianping Guo

Publication date: 7 October 2020

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2019.2947654

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (3)

First passage risk probability minimization for piecewise deterministic Markov decision processes ⋮ Unnamed Item ⋮ Continuous-time zero-sum games with probability criterion

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