Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates

Xin Guo, Qiuli Liu, Yi Zhang

Research output: Contribution to journalArticlepeer-review

4 Citations (Scopus)

Abstract


Original languageEnglish
Pages (from-to)427-442
Number of pages16
Journal4OR
Volume17
Issue number4
DOIs
Publication statusPublished - 1 Dec 2019

Bibliographical note

Funding Information:
This work is partially supported by Natural Science Foundation of Guangdong Province (Grant No. 2014A030313438), Zhujiang New Star (Grant No. 201506010056), Guangdong Province outstanding young teacher training plan (Grant No. YQ2015050).

Publisher Copyright:
© 2019, Springer-Verlag GmbH Germany, part of Springer Nature.

ASJC Scopus subject areas

  • Management Information Systems
  • Theoretical Computer Science
  • Management Science and Operations Research
  • Computational Theory and Mathematics

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