Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (Q2294536)
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English | Risk-sensitive finite-horizon piecewise deterministic Markov decision processes |
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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes (English)
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11 February 2020
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piecewise deterministic Markov decision processes
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risk sensitive
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finite horizon
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unbounded transition rates
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HJB equation
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optimal policy
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