Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes

DOI10.1007/S00186-020-00732-8zbMath1471.90161OpenAlexW3121032912WikidataQ115389049 ScholiaQ115389049MaRDI QIDQ2040430

Oswaldo L. V. Costa, François Dufour

Publication date: 14 July 2021

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-020-00732-8

zbMATH Keywords

continuous controlcontinuous-time Markov decision processpiecewise deterministic Markov processrisk-sensitive control problem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov and semi-Markov decision processes (90C40)

Cites Work

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