First Passage Exponential Optimality Problem for Semi-Markov Decision Processes

DOI10.1007/978-3-030-76928-4_2zbMath1471.93279OpenAlexW3166309662MaRDI QIDQ5153598

Xian Wen, Hai-Feng Huo

Publication date: 30 September 2021

Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76928-4_2

zbMATH Keywords

first passage timeexponential utilitysemi-Markov decision processesoptimal policyoptimality equationvalue iterative approach

Mathematics Subject Classification ID

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

Related Items

Risk-sensitive first passage stochastic games with unbounded costs

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