. "Nitra" . "RIV/67985556:_____/02:16020208!RIV/2003/GA0/A16003/N" . "Calculating the variance in Markov reward chains with a small interest rate." . . "P(GA402/01/0539), P(GA402/02/1015), Z(AV0Z1075907)" . "Slovensk\u00E1 po\u013Enohospod\u00E1rska univerzita v Nitre" . "230;236" . "Markov reward processes; reward variance; small interest rate"@en . . . . "2002-12-05+01:00"^^ . . "[ABF5A25CAA01]" . "0"^^ . "0"^^ . "2"^^ . . . "2"^^ . "80-8069-114-2" . "RIV/67985556:_____/02:16020208" . "7"^^ . . . "Calculating the variance in Markov reward chains with a small interest rate."@en . "Quantitative Methods in Economics. (Multiple Criteria Decision Making 11)." . . . "Calculating the variance in Markov reward chains with a small interest rate." . "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 . "Sita\u0159, Milan" . "Nitra [SK]" . . . . "640021" . . "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." . "Sladk\u00FD, Karel" . . . . "Calculating the variance in Markov reward chains with a small interest rate."@en . .