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4OR : a quarterly journal of operations research
European journal of operational research : EJOR
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Finite horizon risk-sensitive
continuous-time
Markov decision processes with unbounded transition and cost rates
Guo, Xin
;
Liu, Qiuli
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
17
(
2019
)
4
,
pp. 427-442
Persistent link: https://www.econbiz.de/10012132940
Saved in:
2
Finite approximation for finite-horizon
continuous-time
Markov decision processes
Wei, Qingda
- In:
4OR : a quarterly journal of operations research
15
(
2017
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10011719615
Saved in:
3
Discounted
continuous-time
Markov decision processes with unbounded rates and randomized history-dependent policies : the dynamic programming approach
Piunovskiy, Alexey
;
Zhang, Yi
- In:
4OR : a quarterly journal of operations research
12
(
2014
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10010339175
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