Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770): Difference between revisions

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Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
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    Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (English)
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    6 May 2020
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    continuous-time Markov decision process
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    finite horizon risk-sensitive criterion
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    history-dependent policy
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    unbounded transition/cost rates
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    optimal policy
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