0311268 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Sladký, KarelRisk Sensitive Discrete- and Continuous -Time Markov Reward Processes.
[Markovské procesy s ohodnoceními v diskrétním a spojitém čase.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 272-281. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov reward processes in discrete and continuous-time * exponential utility functions * average reward optimality
Subject RIV: BC - Control Systems Theory
http:///www.fhi.sk/sk/katedry/kove/ssov/papers
Permanent Link: http://hdl.handle.net/11104/0162927
