Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934)
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English | Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates |
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Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (English)
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13 January 2020
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continuous-time Markov decision processes
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risk-sensitive criterion
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optimality equation
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