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Latest revision as of 09:48, 13 July 2024

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Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
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    Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (English)
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    10 February 2017
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    continuous-time Markov decision processes
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    risk-sensitive finite-horizon cost criterion
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    unbounded transition rates
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    Feynman-Kac formula
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    finite approximation
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