Risk probability optimization of finite horizon piecewise deterministic Markov decision processes-Reference-Cited by-同舟云学术

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Risk probability optimization of finite horizon piecewise deterministic Markov decision processes

Published:2024-03-03 Issue: Volume: Page:1-25
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Huo Haifeng¹,Wen Xian¹^ORCID

Affiliation:

1. School of Science, Guangxi University of Science and Technology, Liuzhou, People's Republic of China

Funder

Guangxi Science and Technology Base and Talent Project

National Natural Science Foundation of China

Guangxi Natural Science Foundation Program

Foundation of Guangxi Educational Committee

The Doctoral Foundation of Guangxi University of Science and Technology

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331934.2024.2323687

Reference23 articles.

1. Continuous-Time Markov Decision Processes

2. Discrete-Time Markov Control Processes

3. Janssen J, Manca R. Semi-Markov risk models for finance, insurance, and reliability. New York: Springer-Verglag; 2006.

4. Markov Decision Processes

5. Markov Decision Processes with Applications to Finance

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