This HTML5 document contains 41 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
n15http://linked.opendata.cz/ontology/domain/vavai/riv/typAkce/
dctermshttp://purl.org/dc/terms/
n17http://purl.org/net/nknouf/ns/bibtex#
n5http://linked.opendata.cz/resource/domain/vavai/projekt/
n4http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n13http://linked.opendata.cz/ontology/domain/vavai/
n18https://schema.org/
n8http://linked.opendata.cz/resource/domain/vavai/zamer/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
n19http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F67985556%3A_____%2F09%3A00326474%21RIV10-AV0-67985556/
n3http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n20http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n21http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n14http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n11http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n16http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n12http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n6http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F09%3A00326474%21RIV10-AV0-67985556
rdf:type
skos:Concept n13:Vysledek
dcterms:description
For a classical Markov decision chain we suppose that the streams of transition rewards are evaluated by an exponential utility function. Attention is focused on the asymptotic properties of the expected utility and the corresponding certainty equivalents if the optimal values considered with respect to transition rewards must fulfill certain additional constraint on the expected utility or the certainty equivalent generated by different transition rewards. Our analysis is based policy iterations applied on a collection of nonnegative matrices arising in the recursive formulas for the growth of expected utilities. For a classical Markov decision chain we suppose that the streams of transition rewards are evaluated by an exponential utility function. Attention is focused on the asymptotic properties of the expected utility and the corresponding certainty equivalents if the optimal values considered with respect to transition rewards must fulfill certain additional constraint on the expected utility or the certainty equivalent generated by different transition rewards. Our analysis is based policy iterations applied on a collection of nonnegative matrices arising in the recursive formulas for the growth of expected utilities.
dcterms:title
Constrained Risk-Sensitive Markov Decision Chains Constrained Risk-Sensitive Markov Decision Chains
skos:prefLabel
Constrained Risk-Sensitive Markov Decision Chains Constrained Risk-Sensitive Markov Decision Chains
skos:notation
RIV/67985556:_____/09:00326474!RIV10-AV0-67985556
n3:aktivita
n14:P n14:Z
n3:aktivity
P(GA402/07/1113), P(GA402/08/0107), Z(AV0Z10750506)
n3:dodaniDat
n6:2010
n3:domaciTvurceVysledku
n4:6105955
n3:druhVysledku
n12:D
n3:duvernostUdaju
n21:S
n3:entitaPredkladatele
n19:predkladatel
n3:idSjednocenehoVysledku
308124
n3:idVysledku
RIV/67985556:_____/09:00326474
n3:jazykVysledku
n11:eng
n3:klicovaSlova
Markov decision chains; exponential utility functions; constraints
n3:klicoveSlovo
n20:Markov%20decision%20chains n20:constraints n20:exponential%20utility%20functions
n3:kontrolniKodProRIV
[2EBCA9285FC2]
n3:mistoKonaniAkce
Augsburg
n3:mistoVydani
Berlin
n3:nazevZdroje
Operations Research Proceedings 2008
n3:obor
n16:BB
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n5:GA402%2F07%2F1113 n5:GA402%2F08%2F0107
n3:rokUplatneniVysledku
n6:2009
n3:tvurceVysledku
Sladký, Karel
n3:typAkce
n15:EUR
n3:zahajeniAkce
2008-09-03+02:00
n3:zamer
n8:AV0Z10750506
s:numberOfPages
6
n17:hasPublisher
Springer-Verlag
n18:isbn
978-3-642-00141-3