Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Year of publication: |
July 2016
|
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Authors: | Wei, Qingda ; Chen, Xian |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 4, p. 457-462
|
Subject: | Continuous-time Markov decision processes | Risk-sensitive average cost criterion | Optimality equation | Optimal policy | Theorie | Theory | Markov-Kette | Markov chain |
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