| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0348153 |
| utime |
20240103193953.0 |
| mtime |
20101102235959.9 |
| WOS |
000315405300021 |
| title
(primary) (eng) |
Markov decision chains in discrete- and continuous-time; a unified approach |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0348152 |
| ISBN |
978-80-8078-364-8 |
| title
|
Quantitative Methods in Economics (Multiple Criteria Decision Making XV) |
| page_num |
207-219 |
| publisher |
| place |
Bratislava, SR |
| name |
University of Economics, Bratislava |
| year |
2010 |
|
| editor |
|
|
| keyword |
discrete-time and continuous-time Markov decision chains |
| keyword |
discounted and averaging optimality |
| keyword |
connections between discounted and averaging models |
| keyword |
uniformization |
| author
(primary) |
| ARLID |
cav_un_auth*0101196 |
| name1 |
Sladký |
| name2 |
Karel |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| 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 |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optimality along with uniformization methods are employed for producing bounds on optimal discounted and average rewards. |
| action |
| ARLID |
cav_un_auth*0264757 |
| name |
Quantitative Methods in Economics, Multiple Criteria Decision Making XV |
| place |
Smolenice |
| dates |
06.10.2010-08.10.2010 |
| country |
SK |
|
| reportyear |
2011 |
| RIV |
AH |
| num_of_auth |
1 |
| permalink |
http://hdl.handle.net/11104/0188756 |
| arlyear |
2010 |
| mrcbU34 |
000315405300021 WOS |
| mrcbU63 |
cav_un_epca*0348152 Quantitative Methods in Economics (Multiple Criteria Decision Making XV) 978-80-8078-364-8 207 219 Bratislava, SR University of Economics, Bratislava 2010 Iura Edition, člen skupiny Walters Kluwer |
| mrcbU67 |
Reiff Marian 340 |
|