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Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F05%3A00411326%21RIV10-AV0-67985556
rdf:type
skos:Concept n11:Vysledek
dcterms:description
This note studies the variance of total cumulative rewards for Markov reward chains in both discrete and continuous time. It is shown that parallel results can be obtained for both cases. First, explicit formulae are presented for the variance within finite time. Next, the infinite time horizon is considered. Most notably, it is concluded that the variance has a linear growth rate. Explicit expressions are provided, related to the standard average reward case, to compute this growth rate. This note studies the variance of total cumulative rewards for Markov reward chains in both discrete and continuous time. It is shown that parallel results can be obtained for both cases. First, explicit formulae are presented for the variance within finite time. Next, the infinite time horizon is considered. Most notably, it is concluded that the variance has a linear growth rate. Explicit expressions are provided, related to the standard average reward case, to compute this growth rate.
dcterms:title
Total reward variance in discrete and continuous time Markov chains Total reward variance in discrete and continuous time Markov chains
skos:prefLabel
Total reward variance in discrete and continuous time Markov chains Total reward variance in discrete and continuous time Markov chains
skos:notation
RIV/67985556:_____/05:00411326!RIV10-AV0-67985556
n3:aktivita
n5:P n5:Z
n3:aktivity
P(GA402/02/1015), P(GA402/04/1294), Z(AV0Z10750506)
n3:dodaniDat
n4:2010
n3:domaciTvurceVysledku
n12:6105955
n3:druhVysledku
n14:D
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n15:predkladatel
n3:idSjednocenehoVysledku
546943
n3:idVysledku
RIV/67985556:_____/05:00411326
n3:jazykVysledku
n9:eng
n3:klicovaSlova
Markov reward processes with finite state space; expectation and variance of cumulative rewards
n3:klicoveSlovo
n16:expectation%20and%20variance%20of%20cumulative%20rewards n16:Markov%20reward%20processes%20with%20finite%20state%20space
n3:kontrolniKodProRIV
[6899428356F9]
n3:mistoKonaniAkce
Tilburg
n3:mistoVydani
Berlin
n3:nazevZdroje
Operations Research Proceedings 2004
n3:obor
n7:BB
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
2
n3:projekt
n17:GA402%2F02%2F1015 n17:GA402%2F04%2F1294
n3:rokUplatneniVysledku
n4:2005
n3:tvurceVysledku
Sladký, Karel van Dijk, N. M.
n3:typAkce
n13:WRD
n3:zahajeniAkce
2004-09-01+02:00
n3:zamer
n6:AV0Z10750506
s:numberOfPages
8
n18:hasPublisher
Springer-Verlag
n21:isbn
978-3-540-27679-1