0490663 - ÚTIA 2019 SK eng C - Conference Paper (international conference)
Sladký, Karel
Central Moments and Risk-Sensitive Optimality in Markov Reward Chains.
Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Bratislava: University of Economics, Bratislava, 2018 - (Reiff, M.; Gežík, P.), s. 325-331. ISBN 978-80-89962-07-5.
[Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Trenčianské Teplice (SK), 23.05.2018-25.05.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Discrete-time Markov reward chains * exponential utility * moment generating functions * formulae for central moments
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2018/E/sladky-0490663.pdf
Permanent Link: http://hdl.handle.net/11104/0286786
Sladký, Karel
Central Moments and Risk-Sensitive Optimality in Markov Reward Chains.
Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Bratislava: University of Economics, Bratislava, 2018 - (Reiff, M.; Gežík, P.), s. 325-331. ISBN 978-80-89962-07-5.
[Quantitative Methods in Economics: Multiple Criteria Decision Making XIX. Trenčianské Teplice (SK), 23.05.2018-25.05.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Discrete-time Markov reward chains * exponential utility * moment generating functions * formulae for central moments
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2018/E/sladky-0490663.pdf
Permanent Link: http://hdl.handle.net/11104/0286786