相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。On Risk-Sensitive Piecewise Deterministic Markov Decision Processes
Xin Guo et al.
APPLIED MATHEMATICS AND OPTIMIZATION (2020)
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Yonghui Huang et al.
OPERATIONS RESEARCH LETTERS (2020)
Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
Xianping Guo et al.
DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS (2019)
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates
Xin Guo et al.
4OR-A QUARTERLY JOURNAL OF OPERATIONS RESEARCH (2019)
Risk-sensitive average continuous-time Markov decision processes with unbounded rates
Qingda Wei et al.
OPTIMIZATION (2019)
RISK-SENSITIVE DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES WITH UNBOUNDED RATES
Xianping Guo et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2019)
RISK-SENSITIVE SEMI-MARKOV DECISION PROCESSES WITH GENERAL UTILITIES AND MULTIPLE CRITERIA
Yonghui Huang et al.
ADVANCES IN APPLIED PROBABILITY (2018)
Continuous-Time Markov Decision Processes with Exponential Utility
Yi Zhang
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2017)
Average cost criterion induced by the regular utility function for continuous-time Markov decision processes
Qingda Wei et al.
DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS (2017)
Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion
Qingda Wei
MATHEMATICAL METHODS OF OPERATIONS RESEARCH (2016)
Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Qingda Wei et al.
OPERATIONS RESEARCH LETTERS (2016)
Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
Xianping Guo et al.
ADVANCES IN APPLIED PROBABILITY (2015)
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
K. Suresh Kumar et al.
STOCHASTIC ANALYSIS AND APPLICATIONS (2015)
On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes
Eugene A. Feinberg et al.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (2014)
More Risk-Sensitive Markov Decision Processes
Nicole Baeuerle et al.
MATHEMATICS OF OPERATIONS RESEARCH (2014)
Risk-sensitive control of continuous time Markov chains
Mrinal K. Ghosh et al.
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES (2014)
Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost
K. Suresh Kumar et al.
APPLIED MATHEMATICS AND OPTIMIZATION (2013)
DISCOUNTED CONTINUOUS-TIME CONSTRAINED MARKOV DECISION PROCESSES IN POLISH SPACES
Xianping Guo et al.
ANNALS OF APPLIED PROBABILITY (2011)
Discounted Continuous-Time Markov Decision Processes with Constraints: Unbounded Transition and Loss Rates
Xianping Guo et al.
MATHEMATICS OF OPERATIONS RESEARCH (2011)
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
Rolando Cavazos-Cadena et al.
MATHEMATICS OF OPERATIONS RESEARCH (2011)
Average optimality for risk-sensitive control with general state space
Anna Jaskiewicz
ANNALS OF APPLIED PROBABILITY (2007)
Infinite horizon risk sensitive control of discrete time Markov processes under minorization property
Giovanni B. Di Masi et al.
SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2007)
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
R Cavazos-Cadena et al.
MATHEMATICAL METHODS OF OPERATIONS RESEARCH (2000)