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

Xin Guo; Qiuli Liu; Yi Zhang

doi:10.1007/s10288-019-0398-6

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

Xin Guo, Qiuli Liu, Yi Zhang

Mathematics

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

Original language	English
Pages (from-to)	427-442
Number of pages	16
Journal	4OR
Volume	17
Issue number	4
DOIs	https://doi.org/10.1007/s10288-019-0398-6
Publication status	Published - 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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10.1007/s10288-019-0398-6

Cite this

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author = "Xin Guo and Qiuli Liu and Yi Zhang",

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: {\textcopyright} 2019, Springer-Verlag GmbH Germany, part of Springer Nature.",

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AU - Liu, Qiuli

AU - Zhang, Yi

N1 - 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.

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JO - 4OR

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ER -

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

Abstract

Bibliographical note

ASJC Scopus subject areas

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