{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,18]],"date-time":"2026-01-18T07:28:19Z","timestamp":1768721299994,"version":"3.49.0"},"reference-count":30,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2019,10,19]],"date-time":"2019-10-19T00:00:00Z","timestamp":1571443200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2019,10,19]],"date-time":"2019-10-19T00:00:00Z","timestamp":1571443200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["61773411"],"award-info":[{"award-number":["61773411"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["61673019"],"award-info":[{"award-number":["61673019"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Discrete Event Dyn Syst"],"published-print":{"date-parts":[[2019,12]]},"DOI":"10.1007\/s10626-019-00292-y","type":"journal-article","created":{"date-parts":[[2019,10,19]],"date-time":"2019-10-19T18:23:58Z","timestamp":1571509438000},"page":"445-471","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":21,"title":["Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces"],"prefix":"10.1007","volume":"29","author":[{"given":"Xianping","family":"Guo","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9245-2420","authenticated-orcid":false,"given":"Junyu","family":"Zhang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2019,10,19]]},"reference":[{"key":"292_CR1","doi-asserted-by":"publisher","first-page":"961","DOI":"10.1137\/151002630","volume":"55","author":"V Anantharam","year":"2017","unstructured":"Anantharam V, Borkar VS (2017) A variational formula for risk-sensitive reward. SIAM J Control Optim 55:961\u2013988","journal-title":"SIAM J Control Optim"},{"key":"292_CR2","doi-asserted-by":"publisher","first-page":"961","DOI":"10.1016\/j.spa.2013.09.009","volume":"124","author":"A Basu","year":"2014","unstructured":"Basu A, Ghosh MK (2014) Zero-sum risk-sensitive stochastic games on a countable state space. Stochastic Process Appl 124:961\u2013983","journal-title":"Stochastic Process Appl"},{"key":"292_CR3","doi-asserted-by":"publisher","first-page":"105","DOI":"10.1287\/moor.2013.0601","volume":"39","author":"N Ba\u00fcerle","year":"2014","unstructured":"Ba\u00fcerle N, Rieder U (2014) More risk-sensitive Markov decision processes. Math Oper Res 39:105\u2013120","journal-title":"Math Oper Res"},{"key":"292_CR4","doi-asserted-by":"publisher","first-page":"622","DOI":"10.1016\/j.spa.2016.06.020","volume":"127","author":"N Ba\u00fcerle","year":"2017","unstructured":"Ba\u00fcerle N, Rieder U (2017) Zero-sum risk-sensitive stochastic games. Stochastic Process Appl 127:622\u2013642","journal-title":"Stochastic Process Appl"},{"key":"292_CR5","unstructured":"Bertsekas D, Shreve S (1996) Stochastic optimal control: the discrete-time case. Academic Press, Inc"},{"key":"292_CR6","doi-asserted-by":"publisher","first-page":"133","DOI":"10.1287\/moor.1100.0476","volume":"36","author":"R Cavazos-Cadena","year":"2011","unstructured":"Cavazos-Cadena R, Hernndez-Hernndez D (2011) Discounted approximations for risk-sensitive average criteria in Markov decision chains with finite state space. Math Oper Res 36:133\u2013146","journal-title":"Math Oper Res"},{"key":"292_CR7","doi-asserted-by":"publisher","first-page":"655","DOI":"10.1080\/17442508.2013.872644","volume":"86","author":"MK Ghosh","year":"2014","unstructured":"Ghosh MK, Saha S (2014) Risk-sensitive control of continuous time Markov chains. Stochastics 86:655\u2013675","journal-title":"Stochastics"},{"key":"292_CR8","doi-asserted-by":"publisher","first-page":"261","DOI":"10.1016\/j.jmaa.2013.09.043","volume":"411","author":"EA Feinberg","year":"2014","unstructured":"Feinberg EA, Mandava M, Shiryaev AN (2014) On solutions of Kolmogorov\u2019s equations for nonhomogeneous jump Markov processes. J Math Anal Appl 411:261\u2013270","journal-title":"J Math Anal Appl"},{"key":"292_CR9","doi-asserted-by":"publisher","first-page":"73","DOI":"10.1287\/moor.1060.0210","volume":"32","author":"X Guo","year":"2007","unstructured":"Guo X (2007) Continuous\u2013time Markov decision processes with discounted rewards: the case of Polish spaces. Math Oper Res 32:73\u201387","journal-title":"Math Oper Res"},{"key":"292_CR10","doi-asserted-by":"publisher","first-page":"105","DOI":"10.1287\/moor.1100.0477","volume":"36","author":"X Guo","year":"2011","unstructured":"Guo X, Piunovskiy A (2011) Discounted continuous-time Markov decision processes with constraints: unbounded transition and loss rates. Math Oper Res 36:105\u2013132","journal-title":"Math Oper Res"},{"key":"292_CR11","doi-asserted-by":"publisher","first-page":"2016","DOI":"10.1214\/10-AAP749","volume":"21","author":"X Guo","year":"2011","unstructured":"Guo X, Song X (2011) Discounted continuous-time constrained Markov decision processes in Polish spaces. Ann Appl Probab 21:2016\u20132049","journal-title":"Ann Appl Probab"},{"key":"292_CR12","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-02547-1","volume-title":"Continuous-time Markov decision processes: theory and applications","author":"X Guo","year":"2009","unstructured":"Guo X, Hern\u00e1ndez-Lerma O (2009) Continuous-time Markov decision processes: theory and applications. Springer, Berlin"},{"key":"292_CR13","doi-asserted-by":"publisher","first-page":"23","DOI":"10.1137\/100805169","volume":"50","author":"X Guo","year":"2012","unstructured":"Guo X, Huang Y, Song X (2012) Linear programming and constrained average optimality for general continuous-time Markov decision processes in history-dependent policies. SIAM J Control Optim 50:23\u201347","journal-title":"SIAM J Control Optim"},{"issue":"3","key":"292_CR14","doi-asserted-by":"publisher","first-page":"1406","DOI":"10.1137\/140968872","volume":"53","author":"Xianping Guo","year":"2015","unstructured":"Guo X, Huang XX, Zhang Y (2015a) On the first passage g-mean-variance optimality for discounted continuous-time Markov decision processes. SIAM J Control Optim 53:1406\u20131424","journal-title":"SIAM Journal on Control and Optimization"},{"issue":"04","key":"292_CR15","doi-asserted-by":"publisher","first-page":"1064","DOI":"10.1239\/aap\/1449859800","volume":"47","author":"Xianping Guo","year":"2015","unstructured":"Guo X, Huang XX, Huang Y (2015b) Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates. Adv Appl Probab 47:1064\u20131087","journal-title":"Advances in Applied Probability"},{"key":"292_CR16","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-0561-6","volume-title":"Further topics on discrete-time Markov control processes","author":"O Hern\u00e1ndez-Lerma","year":"1999","unstructured":"Hern\u00e1ndez-Lerma O, Lasserre JB (1999) Further topics on discrete-time Markov control processes. Springer, New York"},{"issue":"4","key":"292_CR17","doi-asserted-by":"publisher","first-page":"539","DOI":"10.1007\/s10626-018-0273-1","volume":"28","author":"Y Huang","year":"2018","unstructured":"Huang Y (2018) Finite horizon continuous-time Markov decision processes with mean and variance criteria. Discret Event Dyn Syst 28(4):539\u2013564","journal-title":"Discret Event Dyn Syst"},{"issue":"4","key":"292_CR18","doi-asserted-by":"publisher","first-page":"675","DOI":"10.1007\/s10626-017-0257-6","volume":"27","author":"H Huo","year":"2017","unstructured":"Huo H, Zou X, Guo X (2017) The risk probability criterion for discounted continuous-time Markov decision processes. Discret Event Dyn Syst 27(4):675\u2013699","journal-title":"Discret Event Dyn Syst"},{"key":"292_CR19","doi-asserted-by":"publisher","first-page":"654","DOI":"10.1214\/105051606000000790","volume":"17","author":"A Jaskiewicz","year":"2007","unstructured":"Jaskiewicz A (2007) Average optimality for risk-sensitive control with general state space. Ann Appl Probab 17:654\u2013675","journal-title":"Ann Appl Probab"},{"key":"292_CR20","volume-title":"Controlled queueing systems","author":"MY Kitaev","year":"1995","unstructured":"Kitaev MY, Rykov V (1995) Controlled queueing systems. CRC Press, New York"},{"key":"292_CR21","doi-asserted-by":"publisher","first-page":"311","DOI":"10.1007\/s00245-013-9208-2","volume":"68","author":"KS Kumar","year":"2013","unstructured":"Kumar KS, Chandan P (2013) Risk-sensitive control of jump process on denumerable state space with near monotone cost. Appl Math Optim 68:311\u2013331","journal-title":"Appl Math Optim"},{"key":"292_CR22","doi-asserted-by":"publisher","first-page":"863","DOI":"10.1080\/07362994.2015.1050674","volume":"33","author":"KS Kumar","year":"2015","unstructured":"Kumar KS, Chandan P (2015) Risk-sensitive control of continuous-time Markov processes with denumerable state space. Stoch Anal Appl 33:863\u2013881","journal-title":"Stoch Anal Appl"},{"key":"292_CR23","doi-asserted-by":"publisher","first-page":"2032","DOI":"10.1137\/10081366X","volume":"49","author":"A Piunovskiy","year":"2011","unstructured":"Piunovskiy A, Zhang Y (2011) Discounted continuous-time Markov decision processes with unbounded rates: the convex analytic approach. SIAM J Control Optim 49:2032\u20132061","journal-title":"SIAM J Control Optim"},{"key":"292_CR24","doi-asserted-by":"publisher","DOI":"10.1142\/p829","volume-title":"Selected topics in continuous-time controlled Markov chains and Markov games","author":"T Prieto-Rumeau","year":"2012","unstructured":"Prieto-Rumeau T, Hern\u00e1ndez-Lerma O (2012) Selected topics in continuous-time controlled Markov chains and Markov games. Imperial College Press, London"},{"key":"292_CR25","doi-asserted-by":"publisher","first-page":"461","DOI":"10.1007\/s00186-016-0550-4","volume":"84","author":"QD Wei","year":"2016","unstructured":"Wei QD (2016) Continuous-time Markov decision processes with risk-sensitive finite-horizon cost criterion. Math Meth Oper Res 84:461\u2013487","journal-title":"Math Meth Oper Res"},{"issue":"3","key":"292_CR26","doi-asserted-by":"publisher","first-page":"501","DOI":"10.1007\/s10626-017-0237-x","volume":"27","author":"Q Wei","year":"2017","unstructured":"Wei Q, Chen X (2017) Average cost criterion induced by the regular utility function for continuous-time Markov decision processes. Discret Event Dyn Syst 27 (3):501\u2013524","journal-title":"Discret Event Dyn Syst"},{"issue":"2","key":"292_CR27","doi-asserted-by":"publisher","first-page":"133","DOI":"10.1007\/s10626-013-0167-1","volume":"24","author":"L Xia","year":"2014","unstructured":"Xia L (2014) Event-based optimization of admission control in open queueing networks. Discret Event Dyn Syst 24(2):133\u2013151","journal-title":"Discret Event Dyn Syst"},{"key":"292_CR28","doi-asserted-by":"publisher","first-page":"63","DOI":"10.1007\/s10626-017-0258-5","volume":"28","author":"L Xia","year":"2018","unstructured":"Xia L (2018) Variance minimization of parameterized Markov decision processes. Discret Event Dyn Syst 28:63\u201381","journal-title":"Discret Event Dyn Syst"},{"key":"292_CR29","doi-asserted-by":"publisher","first-page":"215","DOI":"10.1137\/1122029","volume":"22","author":"AA Yushkevich","year":"1977","unstructured":"Yushkevich AA (1977) Controlled Markov models with countable state and continuous time. Theory Probab Appl 22:215\u2013235","journal-title":"Theory Probab Appl"},{"key":"292_CR30","doi-asserted-by":"publisher","first-page":"2636","DOI":"10.1137\/16M1086261","volume":"55","author":"Y Zhang","year":"2017","unstructured":"Zhang Y (2017) Continuous-time Markov decision processes with exponential utility. SIAM J Control Optim 55:2636\u20132660","journal-title":"SIAM J Control Optim"}],"container-title":["Discrete Event Dynamic Systems"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10626-019-00292-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10626-019-00292-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10626-019-00292-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,10,17]],"date-time":"2020-10-17T23:30:44Z","timestamp":1602977444000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10626-019-00292-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,10,19]]},"references-count":30,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2019,12]]}},"alternative-id":["292"],"URL":"https:\/\/doi.org\/10.1007\/s10626-019-00292-y","relation":{},"ISSN":["0924-6703","1573-7594"],"issn-type":[{"value":"0924-6703","type":"print"},{"value":"1573-7594","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,10,19]]},"assertion":[{"value":"15 November 2018","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"5 September 2019","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"19 October 2019","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}