{"id":"https://openalex.org/W2963890120","doi":"https://doi.org/10.1007/s10288-019-0398-6","title":"Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates","display_name":"Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates","publication_year":2019,"publication_date":"2019-01-10","ids":{"openalex":"https://openalex.org/W2963890120","doi":"https://doi.org/10.1007/s10288-019-0398-6","mag":"2963890120"},"language":"en","primary_location":{"id":"doi:10.1007/s10288-019-0398-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10288-019-0398-6","pdf_url":null,"source":{"id":"https://openalex.org/S4210191715","display_name":"4OR","issn_l":"1614-2411","issn":["1614-2411","1619-4500"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"4OR","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101985087","display_name":"Xin Guo","orcid":"https://orcid.org/0000-0002-6523-0339"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Xin Guo","raw_affiliation_strings":["Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079000861","display_name":"Qiuli Liu","orcid":"https://orcid.org/0000-0001-9856-6499"},"institutions":[{"id":"https://openalex.org/I187400657","display_name":"South China Normal University","ror":"https://ror.org/01kq0pv72","country_code":"CN","type":"education","lineage":["https://openalex.org/I187400657"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qiuli Liu","raw_affiliation_strings":["School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, South China Normal University, Guangzhou, 510631, China","institution_ids":["https://openalex.org/I187400657"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036373241","display_name":"Yi Zhang","orcid":"https://orcid.org/0000-0002-3200-6306"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yi Zhang","raw_affiliation_strings":["Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK"],"raw_orcid":"https://orcid.org/0000-0002-3200-6306","affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, University of Liverpool, Liverpool, L69 7ZL, UK","institution_ids":["https://openalex.org/I146655781"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101985087"],"corresponding_institution_ids":["https://openalex.org/I146655781"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.681,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.90294952,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"17","issue":"4","first_page":"427","last_page":"442"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9921000003814697,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.8035310506820679},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.6926704049110413},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6504568457603455},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.5743525624275208},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5323811769485474},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.50091552734375},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.48046988248825073},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.44448918104171753},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.44293180108070374},{"id":"https://openalex.org/keywords/duration","display_name":"Duration (music)","score":0.43707507848739624},{"id":"https://openalex.org/keywords/transition-rate-matrix","display_name":"Transition rate matrix","score":0.42004889249801636},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.40192505717277527},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.22920414805412292},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.22833389043807983},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1377761960029602},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09753632545471191}],"concepts":[{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.8035310506820679},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.6926704049110413},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6504568457603455},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5743525624275208},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5323811769485474},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.50091552734375},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.48046988248825073},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44448918104171753},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.44293180108070374},{"id":"https://openalex.org/C112758219","wikidata":"https://www.wikidata.org/wiki/Q16038819","display_name":"Duration (music)","level":2,"score":0.43707507848739624},{"id":"https://openalex.org/C70557757","wikidata":"https://www.wikidata.org/wiki/Q7834432","display_name":"Transition rate matrix","level":2,"score":0.42004889249801636},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.40192505717277527},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.22920414805412292},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.22833389043807983},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1377761960029602},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09753632545471191},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10288-019-0398-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10288-019-0398-6","pdf_url":null,"source":{"id":"https://openalex.org/S4210191715","display_name":"4OR","issn_l":"1614-2411","issn":["1614-2411","1619-4500"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"4OR","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:aqjoor:v:17:y:2019:i:4:d:10.1007_s10288-019-0398-6","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10288-019-0398-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:pure.atira.dk:openaire_cris_publications/9668c4b2-a783-473c-8ace-34636c2363cd","is_oa":false,"landing_page_url":"https://research.birmingham.ac.uk/en/publications/9668c4b2-a783-473c-8ace-34636c2363cd","pdf_url":null,"source":{"id":"https://openalex.org/S4306402634","display_name":"University of Birmingham Research Portal (University of Birmingham)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I79619799","host_organization_name":"University of Birmingham","host_organization_lineage":["https://openalex.org/I79619799"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Guo, X, Liu, Q & Zhang, Y 2019, 'Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates', 4OR, vol. 17, no. 4, pp. 427-442. https://doi.org/10.1007/s10288-019-0398-6","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","score":0.6700000166893005,"id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G511820199","display_name":null,"funder_award_id":"2014A030313438","funder_id":"https://openalex.org/F4320321921","funder_display_name":"Natural Science Foundation of Guangdong Province"}],"funders":[{"id":"https://openalex.org/F4320321921","display_name":"Natural Science Foundation of Guangdong Province","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W85646609","https://openalex.org/W1578233523","https://openalex.org/W2004191028","https://openalex.org/W2010654234","https://openalex.org/W2010724415","https://openalex.org/W2016588739","https://openalex.org/W2025030740","https://openalex.org/W2028535981","https://openalex.org/W2042459810","https://openalex.org/W2045668042","https://openalex.org/W2049032169","https://openalex.org/W2088413745","https://openalex.org/W2091440890","https://openalex.org/W2092046302","https://openalex.org/W2124480392","https://openalex.org/W2160769068","https://openalex.org/W2197823857","https://openalex.org/W2204321347","https://openalex.org/W2415572828","https://openalex.org/W2530925920","https://openalex.org/W2536493468","https://openalex.org/W2962749779","https://openalex.org/W4210545817"],"related_works":["https://openalex.org/W2098152723","https://openalex.org/W2162286586","https://openalex.org/W3087810330","https://openalex.org/W4255368532","https://openalex.org/W2515315992","https://openalex.org/W2077244994","https://openalex.org/W1984925075","https://openalex.org/W2036881552","https://openalex.org/W2015533741","https://openalex.org/W2611292568"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":7},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}