Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
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- scientific article; zbMATH DE number 1325008 (Why is no real title available?)
- scientific article; zbMATH DE number 977051 (Why is no real title available?)
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Cited in
(23)- Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
- First passage risk probability minimization for piecewise deterministic Markov decision processes
- Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
- Risk-sensitive semi-Markov decision problems with discounted cost and general utilities
- Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- The exponential utility optimality for infinite horizon semi-Markov decision processes
- Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces
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