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First Passage Risk Probability Minimization for Piecewise Deterministic Markov Decision Processes |
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| Authors: | Wen Xin Huo Hai-feng Guo Xian-ping |
| Institution: | 1.School of Mathematics, Sun Yat-sen University, Guangzhou, 510275, China ;2.Guangdong Province Key Laboratory of Computational Science, Sun Yat-sen University, Guangzhou, 510275, China ;3.School of Science, Guangxi University of Science and Technology, Liuzhou, 545006, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - This paper is an attempt to study the minimization problem of the risk probability of piecewise deterministic Markov decision processes... |
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