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Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes Journal article
Huang, Yonghui, Lian, Zhaotong, Guo, Xianping. Risk-sensitive infinite-horizon discounted piecewise deterministic Markov decision processes[J]. Operational Research, 2022, 22(5), 5791-5816.
Authors:  Huang, Yonghui;  Lian, Zhaotong;  Guo, Xianping
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.3/2.4 | Submit date:2022/08/05
Discounted Cost  Hjb Equation  Non-stationarity  Piecewise Deterministic Markov Decision Processes  Risk Sensitive  
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes Journal article
Yonghui Huang, Zhaotong Lian, Xianping Guo. Risk-sensitive finite-horizon piecewise deterministic Markov decision processes[J]. OPERATIONS RESEARCH LETTERS, 2020, 48(1), 96-103.
Authors:  Yonghui Huang;  Zhaotong Lian;  Xianping Guo
Favorite | TC[WOS]:7 TC[Scopus]:8  IF:0.8/1.1 | Submit date:2019/11/05
Piecewise Deterministic Markov Decision Processes  Unbounded Transition Rates  Hjb Equation  Optimal Policy  Risk Sensitive  Finite Horizon