Search results
- 1.0518579 - ÚTIA 2020 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Mean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates.
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. 350-355. 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 : Two-objective stochastic optimization problems * scalarization * stochastic dominance * empirical estimates
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/kankova-0518579.pdf
Permanent Link: http://hdl.handle.net/11104/0303981 - 2.0517875 - 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