A minimization problem of the risk probability in first passage semi-Markov decision processes with loss rates
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Cites work
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Cited in
(14)- Profit maximization and risk minimization in semi-Markovian networks
- Optimal risk probability for first passage models in semi-Markov decision processes
- Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
- Nonstationary Markov decision processes with risk probability criteria
- First passage risk probability optimality for continuous time Markov decision processes
- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes
- Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate.
- First passage risk probability minimization for piecewise deterministic Markov decision processes
- Discrete-time zero-sum Markov games with first passage criteria
- Minimum risk probability for finite horizon semi-Markov decision processes
- Convergence of Markov decision processes with constraints and state-action dependent discount factors
- The risk probability criterion for discounted continuous-time Markov decision processes
- A Direct Approach to a First-Passage Problem with Applications in Risk Theory
- A risk minimization problem for finite horizon semi-Markov decision processes with loss rates
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