On gradual-impulse control of continuous-time Markov decision processes with exponential utility
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Publication:5022265
DOI10.1017/apr.2020.64zbMath1483.90173arXiv1811.11704OpenAlexW3184655440WikidataQ115563898 ScholiaQ115563898MaRDI QIDQ5022265
Yi Zhang, Xin Guo, Aiko Kurushima, Aleksey B. Piunovskiy
Publication date: 18 January 2022
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.11704
dynamic programmingcontinuous-time Markov decision processesoptimality equationgradual-impulse control
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Cites Work
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