Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
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Publication:2177770
DOI10.1007/S10626-019-00292-YzbMath1441.93338OpenAlexW2981093916WikidataQ126992892 ScholiaQ126992892MaRDI QIDQ2177770
Publication date: 6 May 2020
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10626-019-00292-y
continuous-time Markov decision processoptimal policyhistory-dependent policyfinite horizon risk-sensitive criterionunbounded transition/cost rates
Related Items (9)
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space ⋮ First passage risk probability minimization for piecewise deterministic Markov decision processes ⋮ Risk-sensitive semi-Markov decision problems with discounted cost and general utilities ⋮ Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion ⋮ Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion ⋮ Unnamed Item ⋮ Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs ⋮ Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates ⋮ Ergodic risk-sensitive control of Markov processes on countable state space revisited
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