Search results
- 1.0517875 - ÚTIA 2020 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Second Order Optimality in Markov and Semi-Markov Decision Processes.
Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economics, 2019 - (Houda, M.; Remeš, R.), s. 338-343. ISBN 978-80-7394-760-6.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : semi-Markov processes with rewards * discrete and continuous-time Markov reward chains * risk-sensitive optimality * average reward and variance over time
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/sladky-0517875.pdf
Permanent Link: http://hdl.handle.net/11104/0303159 - 2.0340590 - FZÚ 2010 RIV GB eng J - Journal Article
Maes, C. - Netočný, Karel - Wynants, B.
Dynamical fluctuations for semi-Markov processes.
Journal of Physics A-Mathematical and Theoretical. Roč. 42, č. 36 (2009), 365002/1-365002/21. ISSN 1751-8113. E-ISSN 1751-8121
R&D Projects: GA ČR GC202/07/J051
Institutional research plan: CEZ:AV0Z10100520
Keywords : nonequilibrium fluctuations * semi-Markov processes
Subject RIV: BM - Solid Matter Physics ; Magnetism
Impact factor: 1.577, year: 2009
http://www.iop.org/EJ/abstract/1751-8121/42/36/365002
Permanent Link: http://hdl.handle.net/11104/0183801 - 3.0025925 - ÚTIA 2006 RIV DE eng J - Journal Article
Sladký, Karel
On mean reward variance in semi-Markov processes.
[O průměrné varianci výnosu v semimarkovských procesech.]
Mathematical Methods of Operations Research. Roč. 62, č. 3 (2005), s. 387-397. ISSN 1432-2994. E-ISSN 1432-5217
R&D Projects: GA ČR(CZ) GA402/05/0115; GA ČR(CZ) GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov and semi-Markov processes with rewards * variance of cumulative reward * asymptotic behaviour
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.259, year: 2005
Permanent Link: http://hdl.handle.net/11104/0116250