Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
Sign Up to like & getrecommendations! Published in 2018 at "Advances in Applied Probability"
DOI: 10.1017/apr.2018.36
Abstract: Abstract In this paper we investigate risk-sensitive semi-Markov decision processes with a Borel state space, unbounded cost rates, and general utility functions. The performance criteria are several expected utilities of the total cost in a… read more here.
Keywords: sensitive semi; risk sensitive; markov decision; decision processes ... See more keywords