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0432654 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality.
32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, Olomouc, 2014, s. 908-913. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
R&D Projects: GA ČR GA13-14445S
Grant - others:CONACYT(MX) 171396
Institutional support: RVO:67985556
Keywords : discrete-time Markov decision chains * variance of total discounted rewards * Laurent expansion * mean-variance optimality
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/sladky-0432654.pdf
Permanent Link: http://hdl.handle.net/11104/0237103