On risk-sensitive piecewise deterministic Markov decision processes

Xin Guo; Yi Zhang

doi:10.1007/s00245-018-9485-x

On risk-sensitive piecewise deterministic Markov decision processes

Xin Guo
, Yi Zhang

Mathematics

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

8 Citations (Scopus)

Abstract

Original language	English
Pages (from-to)	685-710
Number of pages	26
Journal	Applied Mathematics and Optimization
Volume	81
Issue number	3
DOIs	https://doi.org/10.1007/s00245-018-9485-x
Publication status	Published - 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

Access to Document

10.1007/s00245-018-9485-x

Cite this

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AU - Zhang, Yi

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