Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428): Difference between revisions
From MaRDI portal
Latest revision as of 09:48, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion |
scientific article |
Statements
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (English)
0 references
10 February 2017
0 references
continuous-time Markov decision processes
0 references
risk-sensitive finite-horizon cost criterion
0 references
unbounded transition rates
0 references
Feynman-Kac formula
0 references
finite approximation
0 references
0 references
0 references
0 references
0 references
0 references