On gradual-impulse control of continuous-time Markov decision processes with exponential utility

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Bibliographic Details
Published in:Advances in Applied Probability Vol. 53; pp. 301 - 334
Main Authors: Xin Guo, Aiko Kurushima, Alexey Piunovskiy, Yi Zhang
Format: Journal Article
Language:Japanese
Published: Cambridge University Press (CUP) 01.06.2021
Subjects:
FOS: Mathematics
Mathematics - Optimization and Control
Optimization and Control (math.OC)
ISSN:0001-8678, 1475-6064
Online Access:Get full text
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Description
ISSN:0001-8678
1475-6064
DOI:10.1017/apr.2020.64