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Risk-sensitive finite-horizon piecewise deterministic Markov decision processes Journal article
Operations Research Letters, 2020,Volume: 48,Issue: 1,Page: 96-103
Authors:  Yonghui Huang;  Zhaotong Lian;  Xianping Guo
Favorite |  | TC[WOS]:2 TC[Scopus]:3 | 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:  YONGHUI HUANG;  ZHAOTONG LIAN;  XIANPING GUO
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/08/01
Expected Utility  Finite-horizon Cost  Linear Program  Occupation Measure  Semi-markov Decision Process