Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (Q2177770)

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scientific article; zbMATH DE number 7197637
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    Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
    scientific article; zbMATH DE number 7197637

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      Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces (English)
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      6 May 2020
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      continuous-time Markov decision process
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      finite horizon risk-sensitive criterion
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      history-dependent policy
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      unbounded transition/cost rates
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      optimal policy
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