Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (Q2040430)
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English | Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes |
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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes (English)
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14 July 2021
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risk-sensitive control problem
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continuous control
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piecewise deterministic Markov process
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continuous-time Markov decision process
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