Continuous-time Markov decision processes under the risk-sensitive average cost criterion

Qingda Wei, Xian Chen. Continuous-time Markov decision processes under the risk-sensitive average cost criterion. Oper. Res. Lett., 44(4):457-462, 2016. [doi]

@article{WeiC16,
  title = {Continuous-time Markov decision processes under the risk-sensitive average cost criterion},
  author = {Qingda Wei and Xian Chen},
  year = {2016},
  doi = {10.1016/j.orl.2016.04.010},
  url = {http://dx.doi.org/10.1016/j.orl.2016.04.010},
  researchr = {https://researchr.org/publication/WeiC16},
  cites = {0},
  citedby = {0},
  journal = {Oper. Res. Lett.},
  volume = {44},
  number = {4},
  pages = {457-462},
}