Risk-sensitive discounted cost criterion for continuous-time Markov decision processes on a general state space
Year of publication: |
2022
|
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Authors: | Golui, Subrata ; Pal, Chandan |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 95.2022, 2, p. 219-247
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Subject: | Continuous-time Markov decision process | General state space | History-dependent control | HJB equation | Optimal control | Risk-sensitive discounted criterion | Theorie | Theory | Markov-Kette | Markov chain |
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