"Risk-Sensitive Optimality Criteria in Markov Decision Processes"@en . "Sladk\u00FD, Karel" . . . "The usual optimization criteria for Markov decision processes can be quite unsufficient to fully capture the various aspects of a decision maker. It may be preferable to select more sophisticated criteria that also reflect variability-risk features of the problem. To this end formalae both for the variance of cumulative reward as well as for the exponential utility of cumulative reward earned up to a fixed time point of a Markov reward processes were obtained and their asymptotical properties are studied. By a careful examination of these formulae we can discover difficulties arising if the man-variance of exponential utility penalization is considered."@en . . . . "555;561" . "Krit\u00E9ria optimality zohled\u0148uj\u00EDc\u00ED riziko v markovsk\u00FDch rozhodovac\u00EDch procesech"@cs . "447892" . . "Markov decision proceses; risk-sensitive optimality"@en . . . "P(GA402/04/1294), P(GA402/05/0115), Z(AV0Z10750506)" . "RIV/67985556:_____/07:00083285!RIV08-AV0-67985556" . "Karlsruhe" . . "Operations Research Proceedings 2006" . . . . "Risk-Sensitive Optimality Criteria in Markov Decision Processes"@en . "2006-09-06+02:00"^^ . "1"^^ . "Springer-Verlag" . "Risk-Sensitive Optimality Criteria in Markov Decision Processes" . "RIV/67985556:_____/07:00083285" . . "Krit\u00E9ria optimality zohled\u0148uj\u00EDc\u00ED riziko v markovsk\u00FDch rozhodovac\u00EDch procesech"@cs . "Berlin" . . . "1"^^ . "[5A5F22EBCCA7]" . . "978-3-540-69994-1" . "Risk-Sensitive Optimality Criteria in Markov Decision Processes" . "The usual optimization criteria for Markov decision processes can be quite unsufficient to fully capture the various aspects of a decision maker. It may be preferable to select more sophisticated criteria that also reflect variability-risk features of the problem. To this end formalae both for the variance of cumulative reward as well as for the exponential utility of cumulative reward earned up to a fixed time point of a Markov reward processes were obtained and their asymptotical properties are studied. By a careful examination of these formulae we can discover difficulties arising if the man-variance of exponential utility penalization is considered." . . . "Standardn\u00ED krit\u00E9ria optimality pro markovsk\u00E9 rozhodovac\u00ED procesy nemohou zachytit ve\u0161ker\u00E9 aspekty rozhodovac\u00EDho procesu. Pro popis rizikov\u00FDch aspekt\u016F rozhodovac\u00EDho procesu je t\u0159eba pou\u017E\u00EDt sofistikovan\u011Bj\u0161\u00EDch krit\u00E9ri\u00ED optimality. S t\u00EDmto z\u00E1m\u011Brem byly odvozeny vzorce i jejich asymptoticke chov\u00E1n\u00ED pro rozptyl celkov\u00E9ho v\u00FDnosu i vztahy pro p\u0159\u00EDpad, \u017Ee celkov\u00FD v\u00FDnos je hodnocen pomoc\u00ED exponenci\u00E1ln\u00ED u\u017Eitkov\u00E9 funkce. Porovn\u00E1n\u00EDm uveden\u00FDch vztah\u016F lze pouk\u00E1zat na \u00FAskal\u00ED vznikaj\u00EDc\u00ED p\u0159i pou\u017Eit\u00ED krit\u00E9ri\u00E1ln\u00EDch funkc\u00ED typu st\u0159edn\u00ED hodnota-rozptyl nebo exponenci\u00E1ln\u00EDch u\u017Eitkov\u00FDch funkc\u00ED."@cs . "7"^^ .