0410872 - UTIA-B 20020086 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel - Sitař, MilanSome remarks on the variance in Markov chains with rewards.
Ostrava: Technical University, 2002. ISBN 80-248-0153-1. In:
Proceedings of the 20th International Conference Mathematical Methods in Economics 2002. - (Ramík, J.), s. 231-236
[Mathematical Methods in Economics 2002 /20./. Ostrava (CZ), 03.09.2002-05.09.2002]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : Markov reward chains * asymptotic behaviour * mean variance penalization
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130959
