RISK PROBABILITY OPTIMIZATION PROBLEM FOR FINITE HORIZON CONTINUOUS TIME MARKOV DECISION PROCESSES WITH LOSS RATE

Huo, HF; Wen, X

Huo, HF (corresponding author), Guangxi Univ Sci & Technol, Sch Sci, Liuzhou 545006, Peoples R China.

KYBERNETIKA, 2021; 57 (2): 272

Abstract

This paper presents a study the risk probability optimality for finite horizon continuous-time Markov decision process with loss rate and unbounded tr......

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