scientific article; zbMATH DE number 7793050
From MaRDI portal
Publication:6141794
Publication date: 23 January 2024
Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.04.008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
utilityexponentialsemi-Markov decision processesoptimal policyoptimality equationvalue iteration Algorithm
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov and semi-Markov decision processes (90C40)
Cites Work
- Controlled semi-Markov chains with risk-sensitive average cost criterion
- Finite horizon semi-Markov decision processes with application to maintenance systems
- Markov decision processes with applications to finance.
- A note on negative dynamic programming for risk-sensitive control
- Continuous-time Markov decision processes. Theory and applications
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Semi-Markov control processes with unknown holding times distribution under a discounted criterion
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
- On Semi-Markov Controlled Models with an Average Reward Criterion
- Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
- Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
- Semi-markov decision problems and performance sensitivity analysis
- Continuous-Time Markov Decision Processes with Exponential Utility
- Risk-Sensitive Markov Decision Processes
- On the Equivalence of Two Expected Average Cost Criteria for Semi-Markov Control Processes
- Unnamed Item
This page was built for publication:
