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

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scientific article; zbMATH DE number 7165990
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    Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
    scientific article; zbMATH DE number 7165990

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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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