Basket

0377685 - ÚTIA 2013 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach.
Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava: Vydavatelstvo EKONÓM, 2012 - (Reiff, M.), s. 201-205. ISBN 978-80-225-3426-0.
[Quantitative Methods in Economics (Multiple Criteria Decision Making XVI). Bratislava (SK), 30.05.2012-01.06.2012]
R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : discrete-time Markov decision chains * exponential utility functions * risk-sensitive coefficient * connections between risk-sensitive and risk-neutral models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/sladky-risk-sensitive and risk-neutral optimality in markov decision chains a unified approach.pdf
Permanent Link: http://hdl.handle.net/11104/0209781