Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536)

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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
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    Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (English)
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    11 February 2020
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    piecewise deterministic Markov decision processes
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    risk sensitive
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    finite horizon
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    unbounded transition rates
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    HJB equation
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    optimal policy
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