About: Mean variance optimality in Markov decision chains

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this note, we consider discrete-time Markov decision processes with finite state space. Recalling explicit formulas for the growth rate of expected value and variance of the cumulative (random) reward, algorithmic procedures for finding optimal policies with respect to various mean variance optimality criteria are discussed. Computational experience with large scale numerical examples is reported. In this note, we consider discrete-time Markov decision processes with finite state space. Recalling explicit formulas for the growth rate of expected value and variance of the cumulative (random) reward, algorithmic procedures for finding optimal policies with respect to various mean variance optimality criteria are discussed. Computational experience with large scale numerical examples is reported. (en)
Title	Mean variance optimality in Markov decision chains Mean variance optimality in Markov decision chains (en)
skos:prefLabel	Mean variance optimality in Markov decision chains Mean variance optimality in Markov decision chains (en)
skos:notation	RIV/67985556:_____/05:00411443!RIV10-AV0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/05/0115), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Sladký, Karel Sitař, Milan
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	529153
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/05:00411443
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Markov reward processes; expectation and variance of cumulative rewards (en)
http://linked.open.../riv/klicoveSlovo	Markov reward processes expectation and variance of cumulative rewards
http://linked.open...ontrolniKodProRIV	[2D6DA3D7FDB8]
http://linked.open...v/mistoKonaniAkce	Hradec Králové
http://linked.open...i/riv/mistoVydani	Hradec Králové
http://linked.open...i/riv/nazevZdroje	Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Validation of Economic Decision Models and Results
http://linked.open...UplatneniVysledku	2005
http://linked.open...iv/tvurceVysledku	Sladký, Karel Sitař, Milan
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2005-09-14 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
number of pages	8 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Gadeamus
https://schema.org/isbn	978-80-7041-535-1
is http://linked.open...avai/riv/vysledek of	Mean variance optimality in Markov decision chains

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