Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204): Difference between revisions

Latest revision as of 01:45, 26 July 2024

scientific article; zbMATH DE number 7364099

Language	Label	Description	Also known as
English	Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates	scientific article; zbMATH DE number 7364099

Statements

instance of

scholarly article

0 references

title

Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (English)

0 references

0 references

0 references

Journal of Applied Probability

0 references

publication date

28 June 2021

0 references

zbMATH Keywords

continuous-time Markov decision process

0 references

unbounded transition and cost rate

0 references

risk-sensitive average optimality equation

0 references

optimal policy

0 references

finite approximation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1017/jpr.2020.105

0 references

cites work

Continuous-time Markov chains. An applications-oriented approach

0 references

More Risk-Sensitive Markov Decision Processes

0 references

Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space

0 references

Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.

0 references

Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property

0 references

On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes

0 references

Risk-sensitive control of continuous time Markov chains

0 references

On risk-sensitive piecewise deterministic Markov decision processes

0 references

Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

0 references

Continuous-time Markov decision processes. Theory and applications

0 references

Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates

0 references

Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates

0 references

Discounted continuous-time constrained Markov decision processes in Polish spaces

0 references

Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces

0 references

Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates

0 references

Risk-Sensitive Markov Decision Processes

0 references

Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria

0 references

Risk-sensitive finite-horizon piecewise deterministic Markov decision processes

0 references

Average optimality for risk-sensitive control with general state space

0 references

Risk-sensitive average optimality in Markov decision processes

0 references

Q4331806

0 references

Risk-sensitive control of pure jump process on countable space with near monotone cost

0 references

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

0 references

Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion

0 references

Continuous-time Markov decision processes under the risk-sensitive average cost criterion

0 references

Average cost criterion induced by the regular utility function for continuous-time Markov decision processes

0 references

Risk-sensitive average continuous-time Markov decision processes with unbounded rates

0 references

Continuous-Time Markov Decision Processes with Exponential Utility

0 references

Identifiers

zbMATH Open document ID

1470.90152

0 references

DOI

10.1017/jpr.2020.105

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4997204

@@ Property / author @@
-Yong-hui Huang
@@ Property / author: Yong-hui Huang / rank @@
-Normal rank
@@ Property / author @@
+Yong-hui Huang
@@ Property / author: Yong-hui Huang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/jpr.2020.105
+Normal rank
@@ Property / OpenAlex ID @@
+W3173360084
@@ Property / OpenAlex ID: W3173360084 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov chains. An applications-oriented approach
+Normal rank
@@ Property / cites work @@
+More Risk-Sensitive Markov Decision Processes
@@ Property / cites work: More Risk-Sensitive Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
+Normal rank
@@ Property / cites work @@
+Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces.
+Normal rank
@@ Property / cites work @@
+Infinite Horizon Risk Sensitive Control of Discrete Time Markov Processes under Minorization Property
+Normal rank
@@ Property / cites work @@
+On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control of continuous time Markov chains
+Normal rank
@@ Property / cites work @@
+On risk-sensitive piecewise deterministic Markov decision processes
+Normal rank
@@ Property / cites work @@
+Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov decision processes. Theory and applications
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates
+Normal rank
@@ Property / cites work @@
+Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
+Normal rank
@@ Property / cites work @@
+Discounted continuous-time constrained Markov decision processes in Polish spaces
+Normal rank
@@ Property / cites work @@
+Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
+Normal rank
@@ Property / cites work @@
+Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Markov Decision Processes
@@ Property / cites work: Risk-Sensitive Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
+Normal rank
@@ Property / cites work @@
+Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
+Normal rank
@@ Property / cites work @@
+Average optimality for risk-sensitive control with general state space
+Normal rank
@@ Property / cites work @@
+Risk-sensitive average optimality in Markov decision processes
+Normal rank
@@ Property / cites work @@
+Q4331806
@@ Property / cites work: Q4331806 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control of pure jump process on countable space with near monotone cost
+Normal rank
@@ Property / cites work @@
+Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
+Normal rank
@@ Property / cites work @@
+Continuous-time Markov decision processes under the risk-sensitive average cost criterion
+Normal rank
@@ Property / cites work @@
+Average cost criterion induced by the regular utility function for continuous-time Markov decision processes
+Normal rank
@@ Property / cites work @@
+Risk-sensitive average continuous-time Markov decision processes with unbounded rates
+Normal rank
@@ Property / cites work @@
+Continuous-Time Markov Decision Processes with Exponential Utility
+Normal rank