most citedContinuous-time Markov Decision Processes with Finite-horizon Expected Total Cost Criteria

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.OC2015

Continuous-time Markov decision processes under the risk-sensitive average cost criterion

Qingda Wei, Xian Chen

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, th…

math.OC2014★ 1 cited

Continuous-time Markov Decision Processes with Finite-horizon Expected Total Cost Criteria

Qingda Wei, Xian Chen

This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space…