About: Calculating the variance in Markov reward chains with a small interest rate.     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • We consider a discrete time Markov reward process with finite state space and assume that the rewards associated with the transitions are random variables with known probability distributions. Formulas for expected value and variance of the cumulative (random) reward are obtained for finite horizon case and infinite horizon models with discounting. Employing the Laurent expansion techniques we obtain explicit formulas for the variance of the long run discounted reward in the terms of undiscounted models.
  • We consider a discrete time Markov reward process with finite state space and assume that the rewards associated with the transitions are random variables with known probability distributions. Formulas for expected value and variance of the cumulative (random) reward are obtained for finite horizon case and infinite horizon models with discounting. Employing the Laurent expansion techniques we obtain explicit formulas for the variance of the long run discounted reward in the terms of undiscounted models. (en)
Title
  • Calculating the variance in Markov reward chains with a small interest rate.
  • Calculating the variance in Markov reward chains with a small interest rate. (en)
skos:prefLabel
  • Calculating the variance in Markov reward chains with a small interest rate.
  • Calculating the variance in Markov reward chains with a small interest rate. (en)
skos:notation
  • RIV/67985556:_____/02:16020208!RIV/2003/GA0/A16003/N
http://linked.open.../vavai/riv/strany
  • 230;236
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
  • 640021
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/02:16020208
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Markov reward processes; reward variance; small interest rate (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [ABF5A25CAA01]
http://linked.open...v/mistoKonaniAkce
  • Nitra [SK]
http://linked.open...i/riv/mistoVydani
  • Nitra
http://linked.open...i/riv/nazevZdroje
  • Quantitative Methods in Economics. (Multiple Criteria Decision Making 11).
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
  • Sladký, Karel
  • 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
  • Slovenská poľnohospodárska univerzita v Nitre
https://schema.org/isbn
  • 80-8069-114-2
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software