Guo, Xin; Zhang, Yi On risk-sensitive piecewise deterministic Markov decision processes. (English) Zbl 1467.90086 Appl. Math. Optim. 81, No. 3, 685-710 (2020). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 90C40 93C20 PDFBibTeX XMLCite \textit{X. Guo} and \textit{Y. Zhang}, Appl. Math. Optim. 81, No. 3, 685--710 (2020; Zbl 1467.90086) Full Text: DOI arXiv
Guo, Xin; Liu, Qiuli; Zhang, Yi Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates. (English) Zbl 1429.90091 4OR 17, No. 4, 427-442 (2019). MSC: 90C40 60J76 PDFBibTeX XMLCite \textit{X. Guo} et al., 4OR 17, No. 4, 427--442 (2019; Zbl 1429.90091) Full Text: DOI arXiv
Zhang, Yi Continuous-time Markov decision processes with exponential utility. (English) Zbl 1370.90288 SIAM J. Control Optim. 55, No. 4, 2636-2660 (2017). MSC: 90C40 60J75 PDFBibTeX XMLCite \textit{Y. Zhang}, SIAM J. Control Optim. 55, No. 4, 2636--2660 (2017; Zbl 1370.90288) Full Text: DOI arXiv