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Markov decision chains in discrete- and continuous-time; a unified approach
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SYSNO ASEP 0348153 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title Markov decision chains in discrete- and continuous-time; a unified approach Author(s) Sladký, Karel (UTIA-B) RID Number of authors 1 Source Title Quantitative Methods in Economics (Multiple Criteria Decision Making XV). - Bratislava, SR : University of Economics, Bratislava, 2010 / Reiff Marian - ISBN 978-80-8078-364-8 Pages s. 207-219 Number of pages 13 s. Action Quantitative Methods in Economics, Multiple Criteria Decision Making XV Event date 06.10.2010-08.10.2010 VEvent location Smolenice Country SK - Slovakia Event type EUR Language eng - English Country SK - Slovakia Keywords discrete-time and continuous-time Markov decision chains ; discounted and averaging optimality ; connections between discounted and averaging models ; uniformization Subject RIV AH - Economics R&D Projects GA402/08/0107 GA ČR - Czech Science Foundation (CSF) GAP402/10/0956 GA ČR - Czech Science Foundation (CSF) GAP402/10/1610 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000315405300021 Annotation 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2011
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