Continuous-Time Markov Decision Processes with Exponential Utility (Q5355194)
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scientific article; zbMATH DE number 6770389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-Time Markov Decision Processes with Exponential Utility |
scientific article; zbMATH DE number 6770389 |
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Continuous-Time Markov Decision Processes with Exponential Utility (English)
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7 September 2017
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continuous-time Markov decision processes
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exponential utility
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total undiscounted criteria
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risk-sensitive criterion
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optimality equation
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