On gradual-impulse control of continuous-time Markov decision processes with exponential utility

Xin Guo, Aiko Kurushima, Alexey Piunovskiy, Yi Zhang

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)
23 Downloads (Pure)

Fingerprint

Dive into the research topics of 'On gradual-impulse control of continuous-time Markov decision processes with exponential utility'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science