Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk-sensitive finite-horizon piecewise deterministic Markov decision processes |
scientific article |
Statements
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (English)
0 references
11 February 2020
0 references
piecewise deterministic Markov decision processes
0 references
risk sensitive
0 references
finite horizon
0 references
unbounded transition rates
0 references
HJB equation
0 references
optimal policy
0 references