First passage risk probability optimality for continuous time Markov decision processes

DOI10.14736/kyb-2019-1-0114zbMath1449.90352OpenAlexW2922428965MaRDI QIDQ5227202

Hai-Feng Huo, Xian Wen

Publication date: 5 August 2019

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/147708

zbMATH Keywords

first passage timeoptimal policycontinuous-time Markov decision processesrisk probability criterion

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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