About: Algorithmic procedures for moment optimality in Markovian decision models.     Goto   Sponge   NotDistinct   Permalink

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Description
  • We consider a discrete time Markov reward process with finite state and action spaces and random returns. In contrast with the classical models we assume that instead of maximizing the long run average expected return we maximize the first moment and simultaneously minimize the second moment of the reward. An algorithmic procedure is suggested for finding Pareto optimal policies for the considered moment optimality criteria.
  • We consider a discrete time Markov reward process with finite state and action spaces and random returns. In contrast with the classical models we assume that instead of maximizing the long run average expected return we maximize the first moment and simultaneously minimize the second moment of the reward. An algorithmic procedure is suggested for finding Pareto optimal policies for the considered moment optimality criteria. (en)
Title
  • Algorithmic procedures for moment optimality in Markovian decision models.
  • Algorithmic procedures for moment optimality in Markovian decision models. (en)
skos:prefLabel
  • Algorithmic procedures for moment optimality in Markovian decision models.
  • Algorithmic procedures for moment optimality in Markovian decision models. (en)
skos:notation
  • RIV/67985556:_____/02:16020103!RIV/2003/GA0/A16003/N
http://linked.open.../vavai/riv/strany
  • 6
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/01/0539), P(GA402/02/1015), Z(AV0Z1075907)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 637785
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/02:16020103
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • dynamic programming; Markov reward and decision models; long run optimality (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [33748C212DAB]
http://linked.open...v/mistoKonaniAkce
  • Ostrava [CZ]
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 20th International Conference Mathematical Methods in Economics 2002.
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Sitař, Milan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Technical University
https://schema.org/isbn
  • 80-248-0153-1
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