| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0311268 |
| utime |
20240111140705.5 |
| mtime |
20081008235959.9 |
| title
(primary) (eng) |
Risk Sensitive Discrete- and Continuous -Time Markov Reward Processes |
| specification |
| page_count |
10 s. |
| media_type |
CD-ROM |
|
| serial |
| ARLID |
cav_un_epca*0311267 |
| ISBN |
978-80-8078-217-7 |
| title
|
Quantitative Methods in Economics: Multiple Criteria Decision making XIV |
| page_num |
272-281 |
| publisher |
| place |
Bratislava |
| name |
University of Economics in Bratislava |
| year |
2008 |
|
| editor |
|
|
| title
(cze) |
Markovské procesy s ohodnoceními v diskrétním a spojitém čase |
| keyword |
Markov reward processes in discrete and continuous-time |
| keyword |
exponential utility functions |
| keyword |
average reward optimality |
| 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. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA402/08/0107 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0240545 |
|
| project |
| project_id |
GA402/07/1113 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228801 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In this note we consider risk sensitive Markov reward processes with finite state space in discrete- and continuous-time setting. Explicit formulas for the growth rate and average reward optimality are obtained and connections between discrete- and continuous-time models is discussed. |
| abstract
(cze) |
V příspěvku se studují v diskrétním a spojitém čase markovské procesy s ohodnoceními a konečným počtem stavů citlivé na riziko. Jsou uvedeny explicitní vztahy pro míru růstu a průměrný výnos a jsou diskutovány analogie mezi modely v diskrétním a spojitém časem. |
| action |
| ARLID |
cav_un_auth*0241903 |
| name |
Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV |
| place |
Tatranská Lomnica |
| dates |
05.07.2008-07.07.2008 |
| country |
SK |
|
| reportyear |
2009 |
| RIV |
BC |
| permalink |
http://hdl.handle.net/11104/0162927 |
| arlyear |
2008 |
| mrcbU56 |
110kB |
| mrcbU63 |
cav_un_epca*0311267 Quantitative Methods in Economics: Multiple Criteria Decision making XIV 978-80-8078-217-7 272 281 Kvantitativní metody v ekonomii: Vícekriteriální rozhodování XIV Bratislava University of Economics in Bratislava 2008 |
| mrcbU67 |
Reiff Sladký 340 |
|