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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]:6 TC[Scopus]:7  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  
Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria Journal article
YONGHUI HUANG, ZHAOTONG LIAN, XIANPING GUO. Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria[J]. Advances in Applied Probability, 2018, 50(3), 783-804.
Authors:  YONGHUI HUANG;  ZHAOTONG LIAN;  XIANPING GUO
Favorite | TC[WOS]:7 TC[Scopus]:7  IF:0.9/1.1 | Submit date:2019/08/01
Expected Utility  Finite-horizon Cost  Linear Program  Occupation Measure  Semi-markov Decision Process