Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
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Publication:2294536
DOI10.1016/J.ORL.2019.05.001OpenAlexW2947114171WikidataQ127765171 ScholiaQ127765171MaRDI QIDQ2294536FDOQ2294536
Xianping Guo, Zhaotong Lian, Yonghui Huang
Publication date: 11 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2019.05.001
HJB equationunbounded transition ratesfinite horizonoptimal policyrisk sensitivepiecewise deterministic Markov decision processes
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Cited In (9)
- Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
- Partially Observable Risk-Sensitive Markov Decision Processes
- Risk-averse dynamic programming for Markov decision processes
- First passage risk probability minimization for piecewise deterministic Markov decision processes
- Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
- Poisoning finite-horizon Markov decision processes at design time
- Finite Horizon Decision Timing with Partially Observable Poisson Processes
- On risk-sensitive piecewise deterministic Markov decision processes
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