| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0583563 |
| utime |
20250131155208.1 |
| mtime |
20240304235959.9 |
| title
(primary) (eng) |
Average Reward Optimality in Semi-Markov Decision Processes with Costly Interventions |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0583562 |
| ISBN |
978-80-11-04132-8 |
| ISSN |
2788-3965 |
| title
|
Proceedings of the 41st International Conference on Mathematical Methods in Econometrics |
| page_num |
378-383 |
| publisher |
| place |
Praha |
| name |
The Czech Society of Operations Research |
| year |
2023 |
|
| editor |
| name1 |
Sekničková |
| name2 |
Jana |
|
| editor |
| name1 |
Holý |
| name2 |
Vladimír |
|
|
| keyword |
controlled semi-Markov reward processes |
| keyword |
long-run optimality |
| keyword |
intervention of the decision maker |
| author
(primary) |
| ARLID |
cav_un_auth*0101196 |
| name1 |
Sladký |
| name2 |
Karel |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| share |
100 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| abstract
(eng) |
In this note we consider semi-Markov reward decision processes evolving on finite state spaces. We focus attention on average reward models, i.e. we establish explicit formulas for the growth rate of the total expected reward. In contrast to the standard models we assume that the decision maker can also change the running process by some (costly) intervention. Recall that the result for optimality criteria for the classical Markov decision chains in discrete and continuous time setting turn out to be a very specific case of the considered model. The aim is to formulate optimality conditions for semi-Markov models with interventions and present algorithmical procedures for finding optimal solutions. |
| action |
| ARLID |
cav_un_auth*0464093 |
| name |
MME 2023: Mathematical Methods in Economics /41./ |
| dates |
20230913 |
| mrcbC20-s |
20230915 |
| place |
Prague |
| url |
mme2023.vse.cz |
| country |
CZ |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2024 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0351597 |
| confidential |
S |
| arlyear |
2023 |
| mrcbU02 |
C |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
WOS |
| mrcbU63 |
cav_un_epca*0583562 Proceedings of the 41st International Conference on Mathematical Methods in Econometrics The Czech Society of Operations Research 2023 Praha 378 383 978-80-11-04132-8 2788-3965 |
| mrcbU67 |
Sekničková Jana 340 |
| mrcbU67 |
Holý Vladimír 340 |
|