Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (Q510428)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion |
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Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion (English)
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10 February 2017
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continuous-time Markov decision processes
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risk-sensitive finite-horizon cost criterion
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unbounded transition rates
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Feynman-Kac formula
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finite approximation
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