QQ客服 官方微博 反馈留言

	Continuous-time Markov decision processes under the risk-sensitive average cost criterion
	Wei, Qingda ; Chen, Xian
	2016
关键词	Continuous-time Markov decision processes Risk-sensitive average cost criterion Optimality equation Optimal policy OPTIMALITY
英文摘要	This paper studies continuous-time Markov decision processes under the risk-sensitive average cost criterion. The state space is a finite set, the action space is a Borel space, the cost and transition rates are bounded, and the risk-sensitivity coefficient can take any positive real number. Under the mild conditions, we develop a new approach to establish the existence of a solution to the risk-sensitive average cost optimality equation and obtain the existence of an optimal deterministic stationary policy. (C) 2016 Elsevier B.V. All rights reserved.; Fundamental Research Funds for the Central Universities of Huaqiao University [14SKGC-QT07]; SCI(E); EI; ARTICLE; weiqd@hqu.edu.cn; chenxian@amss.ac.cn; 4; 457-462; 44
语种	英语
出处	EI ; SCI
出版者	OPERATIONS RESEARCH LETTERS
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/437099]
专题	数学科学学院
推荐引用方式 GB/T 7714	Wei, Qingda,Chen, Xian. Continuous-time Markov decision processes under the risk-sensitive average cost criterion. 2016-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。