0410869 - UTIA-B 20020083 CZ eng A - Abstract
Sladký, Karel - Sitař, MilanAlgorithmic procedures for mean-variance optimality in Markov decision chains. Abstract.
Prague: Institute of Information Theory and Automation, 2002.
Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes. - (Janžura, M.; Mikosch, T.). s. 322
[EMS 2002. 19.08.2002-23.08.2002, Prague]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : Markov decision chains * mean-variance * policy iteration
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130956
