Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates (Q2283934)

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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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