"discrete-time Markov decision processes,; risk-sensitive optimality"@en . . . . "80-8078-129-X" . . "Sladk\u00FD, Karel" . "500346" . "Ekonomick\u00E1 univerzita v Bratislave" . "RIV/67985556:_____/06:00047531" . . "Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes" . "N\u011Bkolik pozn\u00E1mek k sensitivn\u00EDm krit\u00E9ri\u00EDm optimality v markovsk\u00FDch rozhodovac\u00EDch procesech"@cs . "In this note we focus attention on discrete-time Markov decision processes with risk-sensitive optimality criteria (i.e. the case when the stream of rewards generated by the Markov processes is evaluated by an exponential utility function). It is shown that this problem can be studied as a classical Markov decision process on condition that the transition probabilities are replaced by general nonnegative matrices. Under some unichain conditions we suggest a value iteration method for finding optimal policies." . "[7DA2681AC46B]" . "165;173" . . . . "Pr\u00E1ce je v\u011Bnov\u00E1na diskr\u00E9tn\u00EDm markovsk\u00FDm rozhodovac\u00EDm proces\u016Fm se sensitivn\u00EDmi krit\u00E9rii optimality (tj.posloupnost v\u00FDnos\u016F generovan\u00FDch markovsk\u00FDm procesem je vyhodnocena pomoc\u00ED exponenci\u00E1ln\u00ED funkce u\u017Eitku). Je uk\u00E1z\u00E1no, \u017Ee tuto \u00FAlohu lze \u0159e\u0161it jako klasickou \u00FAlohu o markovsk\u00FDch rozhodovac\u00EDch procesech za podm\u00EDnky, \u017Ee matice pravd\u011Bpodobnosti p\u0159echod\u016F jsou nahrazeny obecn\u00FDmi nez\u00E1porn\u00FDmi maticemi. Za ur\u010Dit\u00FDch podm\u00EDnek ergodicity je navr\u017Eena metoda postupn\u00FDch aproximac\u00ED pro nalezen\u00ED optim\u00E1ln\u00EDho \u0159\u00EDzen\u00ED."@cs . . "Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII" . . . "In this note we focus attention on discrete-time Markov decision processes with risk-sensitive optimality criteria (i.e. the case when the stream of rewards generated by the Markov processes is evaluated by an exponential utility function). It is shown that this problem can be studied as a classical Markov decision process on condition that the transition probabilities are replaced by general nonnegative matrices. Under some unichain conditions we suggest a value iteration method for finding optimal policies."@en . "P(GA402/04/1294), P(GA402/05/0115), Z(AV0Z10750506)" . . "Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes"@en . . "N\u011Bkolik pozn\u00E1mek k sensitivn\u00EDm krit\u00E9ri\u00EDm optimality v markovsk\u00FDch rozhodovac\u00EDch procesech"@cs . "2006-12-06+01:00"^^ . . "7"^^ . "1"^^ . . . "Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes" . . "Bratislava" . "1"^^ . "Bratislava" . "Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes"@en . . "RIV/67985556:_____/06:00047531!RIV07-AV0-67985556" .