| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0306648 |
| utime |
20240103185912.1 |
| mtime |
20080416235959.9 |
| title
(primary) (eng) |
Risk-Sensitive Average Optimality in Markov Decision Chains |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0306646 |
| ISBN |
978-3-540-77902-5 |
| title
|
Operations Research Proceedings 2007 |
| page_num |
69-74 |
| publisher |
| place |
Berlin |
| name |
Springer |
| year |
2008 |
|
| editor |
| name1 |
Kalcsics |
| name2 |
Joerg |
|
| editor |
| name1 |
Nickel |
| name2 |
Stefan |
|
|
| title
(cze) |
Optimalita v průměru s ohledem na riziko v markovských rozhodovacích procesech |
| keyword |
Markov decision chain |
| keyword |
risk-sensitive optimality |
| keyword |
asymptotical behaviour |
| 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. |
|
| author
|
| ARLID |
cav_un_auth*0238984 |
| name1 |
Montes-de-Oca |
| name2 |
R. |
| country |
MX |
|
| cas_special |
| project |
| project_id |
GA402/05/0115 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001811 |
|
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We focus attention on of the asymptotic behavior of the expected utility and the corresponding certainty equivalents in discrete-time Markov decision chains with finite state and action spaces and the risk-sensitive (exponential) objective function. |
| abstract
(cze) |
V práci se studují asymptotické vlastnosti očekávaného užitku a odpovídající ekvivalentů za jistoty u markovských rozhodovací procesů s konečným počtem stavů a řízení, kdy účelová (exponenciální) funkce rozhledňuje riziko. |
| action |
| ARLID |
cav_un_auth*0238958 |
| name |
Annual International Conference of the German Operations Research Society (GOR) |
| place |
Saarbruecken |
| dates |
05.09.2007-07.09.2007 |
| country |
DE |
|
| reportyear |
2008 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0159615 |
| arlyear |
2008 |
| mrcbU63 |
cav_un_epca*0306646 Operations Research Proceedings 2007 978-3-540-77902-5 69 74 sborník konference Operations Research 2007 Berlin Springer 2008 |
| mrcbU67 |
Kalcsics Joerg 340 |
| mrcbU67 |
Nickel Stefan 340 |
|