Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428): Difference between revisions

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+Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
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+Backward stochastic differential equations associated to jump Markov processes and applications
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+Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
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+Risk-sensitive control of continuous time Markov chains
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+Continuous-time Markov decision processes. Theory and applications
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+Convergence of controlled models and finite-state approximation for discounted continuous-time Markov decision processes with constraints
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+Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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+Q4255598
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+Average optimality for risk-sensitive control with general state space
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+Q4331806
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+Finite State Continuous Time Markov Decision Processes with a Finite Planning Horizon
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+Discounted Continuous-Time Controlled Markov Chains: Convergence of Control Models
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+Approximating Ergodic Average Reward Continuous-Time Controlled Markov Chains
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+Q4315289
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+Q3996430
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+On the finite horizon Bellman equation for controlled Markov jump models with unbounded characteristics: Existence and approximation
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+A note on constructing e-optimal policies for controlled markov jump models with unbounded characteristics
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+Q5179071
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