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0536246 - ÚTIA 2021 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Risk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes.
Proceedings of the 38th International Conference on Mathematical Methods in Economics. Brno: Faculty of Business Economics, Mendel University, 2020 - (Kapounek, S.; Vránová, H.), s. 537-543. ISBN 978-80-7509-734-7.
[INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./. Brno (CZ), 09.09.2020-11.09.2020]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Markov and semi-Markov reward processes * exponential utility function * risk sensitivity
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2020/E/sladky-0536246.pdf
Permanent Link: http://hdl.handle.net/11104/0314173