On gradual-impulse control of continuous-time Markov decision processes with exponential utility (Q5022265)
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scientific article; zbMATH DE number 7458565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On gradual-impulse control of continuous-time Markov decision processes with exponential utility |
scientific article; zbMATH DE number 7458565 |
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On gradual-impulse control of continuous-time Markov decision processes with exponential utility (English)
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18 January 2022
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continuous-time Markov decision processes
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dynamic programming
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gradual-impulse control
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optimality equation
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