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0399099 - ÚTIA 2014 RIV CZ eng J - Journal Article
Sladký, Karel
Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes.
Acta Oeconomica Pragensia. Roč. 7, č. 3 (2013), s. 146-161. ISSN 0572-3043
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150
Grant - others:AVČR a CONACyT(CZ) 171396
Institutional support: RVO:67985556
Keywords : Discrete-time Markov decision chains * exponential utility functions * certainty equivalent * mean-variance optimality * connections between risk-sensitive and risk-neutral models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/sladky-0399099.pdf
Permanent Link: http://hdl.handle.net/11104/0226807