Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (Q2148915)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space |
scientific article |
Statements
Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space (English)
0 references
24 June 2022
0 references
continuous-time Markov decision process
0 references
history-dependent control
0 references
general state space
0 references
risk-sensitive discounted criterion
0 references
HJB equation
0 references
optimal control
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
