Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
Author:
Funder
National Natural Science Foundation of China
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/18M1222016
Reference21 articles.
1. More Risk-Sensitive Markov Decision Processes
2. Risk-Sensitive Dynamic Asset Management
3. Risk-Sensitive Control with Near Monotone Cost
4. Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost
5. Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
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