Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
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Publication:2294536
DOI10.1016/j.orl.2019.05.001OpenAlexW2947114171WikidataQ127765171 ScholiaQ127765171MaRDI QIDQ2294536
Xianping Guo, Zhaotong Lian, Yong-hui Huang
Publication date: 11 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2019.05.001
finite horizonHJB equationunbounded transition ratesoptimal policyrisk sensitivepiecewise deterministic Markov decision processes
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