Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
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Cited in
(14)- A characterization of the optimal risk-sensitive average cost in finite controlled Markov chains
- Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
- Discrete time risk sensitive control problem
- Risk-sensitive average continuous-time Markov decision processes with unbounded rates
- Continuous-time Markov decision processes under the risk-sensitive first passage discounted cost criterion
- Nonzero-sum risk-sensitive continuous-time stochastic games with ergodic costs
- Risk-Sensitive Average Optimality for Discrete-Time Markov Decision Processes
- Risk-sensitive discounted continuous-time Markov decision processes with unbounded rates
- Continuous-time Markov decision processes under the risk-sensitive average cost criterion
- Unbounded cost Markov decision processes with limsup and liminf average criteria: new conditions
- Continuous-time Markov decision processes with exponential utility
- Ergodic risk-sensitive control of Markov processes on countable state space revisited
- The risk probability criterion for discounted continuous-time Markov decision processes
- Certainty equivalent control of discrete time Markov processes with the average reward functional
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