Pages that link to "Item:Q5355194"

The following pages link to Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194):

Displaying 18 items.

• Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430) (← links)
• Zero-sum games for pure jump processes with risk-sensitive discounted cost criteria (Q2068807) (← links)
• Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915) (← links)
• Continuous-time zero-sum games for Markov decision processes with discounted risk-sensitive cost criterion (Q2150660) (← links)
• A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
• Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770) (← links)
• On risk-sensitive piecewise deterministic Markov decision processes (Q2187326) (← links)
• Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process (Q2235986) (← links)
• Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934) (← links)
• Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536) (← links)
• A useful technique for piecewise deterministic Markov decision processes (Q2661590) (← links)
• Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs (Q2673514) (← links)
• Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion (Q2697007) (← links)
• Risk-Sensitive Discounted Continuous-Time Markov Decision Processes with Unbounded Rates (Q4972759) (← links)
• Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates (Q4997204) (← links)
• On gradual-impulse control of continuous-time Markov decision processes with exponential utility (Q5022265) (← links)
• Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion (Q5024369) (← links)
• Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space (Q5880400) (← links)