Vytisknout
0536251 - ÚTIA 2021 RIV SK eng C - Konferenční příspěvek (zahraniční konf.)
Sladký, Karel
Central Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes.
QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX. Bratislava: University of Economics, 2020 - (Reiff, M.; Gežík, P.), s. 305-311. ISBN 978-80-89962-60-0.
[Quantitative Methods in Economics 2020 (Multiple Criteria Decision Making 2020) /20./. Púchov (SK), 27.05.2020-29.05.2020]
Grant CEP: GA ČR GA18-02739S
Institucionální podpora: RVO:67985556
Klíčová slova: Continuous-time Markov reward chains * exponential utility * formulae for central moments
Obor OECD: Statistics and probability
http://library.utia.cas.cz/separaty/2020/E/sladky-0536251.pdf
Trvalý link: http://hdl.handle.net/11104/0314254
Sladký, Karel
Central Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes.
QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX. Bratislava: University of Economics, 2020 - (Reiff, M.; Gežík, P.), s. 305-311. ISBN 978-80-89962-60-0.
[Quantitative Methods in Economics 2020 (Multiple Criteria Decision Making 2020) /20./. Púchov (SK), 27.05.2020-29.05.2020]
Grant CEP: GA ČR GA18-02739S
Institucionální podpora: RVO:67985556
Klíčová slova: Continuous-time Markov reward chains * exponential utility * formulae for central moments
Obor OECD: Statistics and probability
http://library.utia.cas.cz/separaty/2020/E/sladky-0536251.pdf
Trvalý link: http://hdl.handle.net/11104/0314254