Košík

0583660 - ÚTIA 2024 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
Sladký, Karel
Central Moments and Risk-Sensitive Optimality in Markov Reward Processes.
Praha: Czech University of Life Sciences Prague, 2021. ISBN 978-80-213-3126-6. In: MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings. Prague: Faculty of Economics and Management, Czech University of Life Sciences Prague, 2021 - (Hlavatý, R.), s. 446-451. ISBN 978-80-213-3126-6.
[MME 2021: International Conference on Mathematical Methods in Economics /39./. Prague (CZ), 08.09.2021-10.09.2021]
Grant CEP: GA ČR GA18-02739S
Institucionální podpora: RVO:67985556
Klíčová slova: discrete- and continuous-time Markov reward chains * exponential utility * moment generating functions
Obor OECD: Statistics and probability
http://library.utia.cas.cz/separaty/2024/E/sladky-0583660.pdf
Trvalý link: https://hdl.handle.net/11104/0352094