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    0410870 - UTIA-B 20020084 GB eng A - Abstract
    Sladký, Karel
    Minimum variance criterion in stochastic dynamic programming. Abstract.
    Edinburgh: UK Operational Research Society, 2002. International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts. s. 28
    [IFORS 2002. 08.07.2002-12.07.2002, Edinburgh]
    R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : stochastic dynamic programming * Markov decision chains * mean-variance
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0130957
     
     

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