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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes Journal article
Operations Research Letters, 2019
Authors:  Yonghui Huang;  Zhaotong Lian;  Xianping Guo
Favorite  |  View/Download:2/0  |  Submit date:2019/11/05
Piecewise Deterministic Markov Decision Processes  Unbounded Transition Rates  Hjb Equation  Optimal Policy  Risk Sensitive  Finite Horizon  
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria Journal article
Advances in Applied Probability, 2018,Volume: 50,Issue: 3,Page: 783-804
Authors:  Huang,Yonghui;  Lian,Zhaotong;  Guo,Xianping
Favorite  |  View/Download:2/0  |  Submit date:2019/10/11
expected utility  finite-horizon cost  linear program  occupation measure  Semi-Markov decision process  
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria Journal article
Advances in Applied Probability, 2018,Volume: 50,Issue: 3,Page: 783-804
Authors:  Huang,Yonghui;  Lian,Zhaotong;  Guo,Xianping
Favorite  |  View/Download:2/0  |  Submit date:2019/08/01
Expected Utility  Finite-horizon Cost  Linear Program  Occupation Measure  Semi-markov Decision Process