| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0432654 |
| utime |
20240103204735.5 |
| mtime |
20141013235959.9 |
| WOS |
000356417900156 |
| title
(primary) (eng) |
The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0432653 |
| ISBN |
978-80-244-4209-9 |
| title
|
32nd International Conference Mathematical Methods in Economics MME 2014 |
| page_num |
908-913 |
| publisher |
| place |
Olomouc |
| name |
Palacký University, Olomouc |
| year |
2014 |
|
|
| keyword |
discrete-time Markov decision chains |
| keyword |
variance of total discounted rewards |
| keyword |
Laurent expansion |
| keyword |
mean-variance optimality |
| author
(primary) |
| ARLID |
cav_un_auth*0101196 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| share |
100 |
| name1 |
Sladký |
| name2 |
Karel |
| institution |
UTIA-B |
| garant |
K |
| mrcb700-u |
1 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0292652 |
| project_id |
GA13-14445S |
| agency |
GA ČR |
|
| project |
| ARLID |
cav_un_auth*0307567 |
| project_id |
171396 |
| agency |
CONACYT |
| country |
MX |
|
| abstract
(eng) |
In this paper we consider discounted Markov decision processes with finite state space and compact actions spaces. We present formulas for the variance of total expected discounted rewards along with its partial Laurent expansion. This enables to compare the obtained results with similar results for undiscounted models. |
| action |
| ARLID |
cav_un_auth*0306071 |
| name |
MME 2014. International Conference Mathematical Methods in Economics /32./ |
| dates |
10.09.2014-12.09.2014 |
| place |
Olomouc |
| country |
CZ |
|
| RIV |
BB |
| reportyear |
2015 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0237103 |
| confidential |
S |
| arlyear |
2014 |
| mrcbU34 |
000356417900156 WOS |
| mrcbU63 |
cav_un_epca*0432653 32nd International Conference Mathematical Methods in Economics MME 2014 978-80-244-4209-9 908 913 32nd International Conference Mathematical Methods in Economics MME 2014 Olomouc Palacký University, Olomouc 2014 |
|