Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
type: Item
instance of: scholarly article
title: Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
zbMATH Open document ID: 1471.90161
author: Oswaldo Luiz V. Costa
author: F. Dufour
published in: Mathematical Methods of Operations Research
publication date: 2021-07-14T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 7371316
zbMATH Keywords: risk-sensitive control problem
zbMATH Keywords: continuous control
zbMATH Keywords: piecewise deterministic Markov process
zbMATH Keywords: continuous-time Markov decision process
Wikidata QID: Q115389049
MaRDI profile type: Publication
full work available at URL: s00186-020-00732-8
OpenAlex ID: W3121032912
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DOI: 10.1007/S00186-020-00732-8
description: scientific article; zbMATH DE number 7371316