On gradual-impulse control of continuous-time Markov decision processes with exponential utility (2021)
Attributed to:
Workshop: Modern trends in controlled stochastic jump processes: theory and applications
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/apr.2020.64
Publication URI: http://dx.doi.org/10.1017/apr.2020.64
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 2