| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0106335 |
| utime |
20240103173136.4 |
| mtime |
20050324235959.9 |
| title
(primary) (eng) |
Some remarks on the variance in Markov reward processes |
| specification |
|
| serial |
| title
|
Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004 |
| page_num |
292-297 |
| ISBN |
80-210-3496-3 |
| publisher |
| place |
Brno |
| name |
Masaryk University |
| year |
2004 |
|
|
| title
(cze) |
Poznámky k rozptylu celkového výnosu u markovských procesů s ohodnoceními |
| keyword |
Markov reward processes with finite state space |
| keyword |
expectation and variance of cumulative rewards |
| author
(primary) |
| ARLID |
cav_un_auth*0101196 |
| name1 |
Sladký |
| name2 |
Karel |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/02/1015 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0000527 |
|
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
We consider Markov reward processes with finite state space both in discrete- and continuous-time setting. Explicit formulas for the second moment and variance of the cumulative (random) reward up to a given time point are obtained. |
| abstract
(cze) |
V práci se vyšetřují markovské procesy s ohodnoceními v diskrétních i spojitém čase. Jsou nalezeny explicitní vztahy pro druhý moment a varianci celkového (náhodného) výnosu do daného časového okamžiku |
| action |
| ARLID |
cav_un_auth*0129896 |
| name |
Mathematical Methods in Economics 2004 /22./ |
| place |
Brno |
| dates |
15.09.2004-17.09.2004 |
| country |
CZ |
|
| reportyear |
2005 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0013517 |
| ID_orig |
UTIA-B 20040147 |
| arlyear |
2004 |
| mrcbU63 |
Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004 80-210-3496-3 292 297 Brno Masaryk University 2004 |
| mrcbU67 |
Bauer L. 340 |
|