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Markov decision chains in discrete- and continuous-time; a unified approach
- 1.0348153 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Markov decision chains in discrete- and continuous-time; a unified approach.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 207-219. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics, Multiple Criteria Decision Making XV. Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/0956; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : discrete-time and continuous-time Markov decision chains * discounted and averaging optimality * connections between discounted and averaging models * uniformization
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/sladky-markov decision chains in discrete- and continuous-time; a unified approach.pdf
In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optimality along with uniformization methods are employed for producing bounds on optimal discounted and average rewards.
Permanent Link: http://hdl.handle.net/11104/0188756
Number of the records: 1