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Risk probability optimization of finite horizon piecewise deterministic Markov decision processes
This paper investigates the piecewise deterministic Markov decision processes (PDMDPs) under the risk probability criterion. The optimality problem is to minimize the probability that the finite ho...
期刊介绍:
Optimization publishes refereed, theoretical and applied papers on the latest developments in fields such as linear, nonlinear, stochastic, parametric, discrete and dynamic programming, control theory and game theory.
A special section is devoted to review papers on theory and methods in interesting areas of mathematical programming and optimization techniques. The journal also publishes conference proceedings, book reviews and announcements.
All published research articles in this journal have undergone rigorous peer review, based on initial editor screening and anonymous refereeing by independent expert referees.