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

ASJC Scopus subject areas

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

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