Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Year of publication: |
2021
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Authors: | Costa, Oswaldo Luiz do Valle ; Dufour, François |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 93.2021, 2, p. 327-357
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Subject: | Risk-sensitive control problem | Continuous control | Piecewise deterministic Markov process | Continuous-time Markov decision process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory |
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