"3"^^ . . . . "Chen, Taolue" . "Br\u00E1zdil, Tom\u00E1\u0161" . "10.4230/LIPIcs.FSTTCS.2013.487" . . "106278" . . . "P(GPP202/12/P612)" . "stochastic systems; markov decision processes; reward functions"@en . "Novotn\u00FD, Petr" . . "Simaitis, Aistis" . . "RIV/00216224:14330/13:00066380" . "Dagstuhl, Germany" . . "Guwah\u00E1t\u00ED, Indie" . "IBFI Schloss Dagstuhl" . "IARCS Annual Conference on Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2013)" . . "RIV/00216224:14330/13:00066380!RIV14-GA0-14330___" . . "Solvency Markov Decision Processes with Interest"@en . "Solvency Markov Decision Processes with Interest"@en . "13"^^ . . "http://drops.dagstuhl.de/opus/volltexte/2013/4395/pdf/37.pdf" . "2013-01-01+01:00"^^ . "9783939897644" . . "Solvency Markov Decision Processes with Interest" . "Solvency Markov Decision Processes with Interest" . . . . "[00091C1E37F0]" . "1868-8969" . "5"^^ . "Solvency games, introduced by Berger et al., provide an abstract framework for modeling decisions of a risk-averse investor, whose goal is to avoid ever going broke. We study a new variant of this model, where in addition to stochastic environment and fixed increments and decrements to the investor's wealth we introduce interest, which is earned or paid on the current level of savings or debt, respectively. We concentrate on problems related to the minimum initial wealth sufficient to avoid bankrupting (i.e. steady decrease of the wealth) with probability at least $p$. We present an exponential time algorithm which approximates this minimum initial wealth, and show that a polynomial time approximation is not possible unless P = NP. For the qualitative case, i.e."@en . "Forejt, Vojt\u011Bch" . . "14330" . . "Solvency games, introduced by Berger et al., provide an abstract framework for modeling decisions of a risk-averse investor, whose goal is to avoid ever going broke. We study a new variant of this model, where in addition to stochastic environment and fixed increments and decrements to the investor's wealth we introduce interest, which is earned or paid on the current level of savings or debt, respectively. We concentrate on problems related to the minimum initial wealth sufficient to avoid bankrupting (i.e. steady decrease of the wealth) with probability at least $p$. We present an exponential time algorithm which approximates this minimum initial wealth, and show that a polynomial time approximation is not possible unless P = NP. For the qualitative case, i.e." . .