On risk-sensitive piecewise deterministic Markov decision processes

Xin Guo, Yi Zhang

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)


Original languageEnglish
Pages (from-to)685-710
Number of pages26
JournalApplied Mathematics and Optimization
Issue number3
Publication statusPublished - 1 Jun 2020

Bibliographical note

Funding Information:
We thank the referees for their remarks, which improved the presentation of this paper. This work is partially supported by a grant from the Royal Society (IE160503).

Publisher Copyright:
© 2018, The Author(s).

ASJC Scopus subject areas

  • Control and Optimization
  • Applied Mathematics


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