검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
On Risk-Sensitive Piecewise Deterministic Markov Decision Processes Guo X, Zhang Y Applied Mathematics and Optimization, 81(3), 685, 2020 |
| 2 |
NASH EQUILIBRIA FOR GAME CONTINGENT CLAIMS WITH UTILITY-BASED HEDGING Kentia K, Kuhn C SIAM Journal on Control and Optimization, 56(6), 3948, 2018 |
| 3 |
Continuous-Time Markov Decision Processes with Exponential Utility Zhang Y SIAM Journal on Control and Optimization, 55(4), 2636, 2017 |
| 4 |
Stochastic differential game formulation on the reinsurance and investment problem Li DP, Rong XM, Zhao H International Journal of Control, 88(9), 1861, 2015 |
| 5 |
The vanishing discount approach in Markov chains with risk-sensitive criteria Cavazos-Cadena R, Fernandez-Gaucherand E IEEE Transactions on Automatic Control, 45(10), 1800, 2000 |