"Continuous-Time Markov Decision Processes with Exponential Utility."

Yi Zhang (2017)

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DOI: 10.1137/16M1086261

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type: Journal Article

metadata version: 2023-08-28

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Yi Zhang:
Continuous-Time Markov Decision Processes with Exponential Utility. SIAM J. Control. Optim. 55(4): 2636-2660 (2017)

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