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Risk-sensitive Average Optimality in Markov Decision Processes
in unichain models and characterize the class of average risk-sensitive optimal policies. and for some specific classes of unichain processes long run risk-sensitive average rewardIn thi...
Statistics and probability
- 2018 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Risk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes
This contribution is devoted to risk-sensitivity in long-run average optimality of Markov and semi-Markov reward processes. Since the traditional average optimality-sensitivity and ri...
Applied Economics, Econometrics
- 2020 •
- D
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D - Stať ve sborníku
Risk-Sensitive and Average Optimality in Markov Decision Processes
modelswhere risk-sensitive average optimality is independent of the starting state. As weThis contribution is devoted to the risk-sensitive optimality criteria and sufficient conditions ...
BB - Aplikovaná statistika, operační výzkum
- 2012 •
- D
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D - Stať ve sborníku
Risk-Sensitive Optimality in Markov Games
The article is devoted to risk-sensitive optimality in Markov games. Attention with opposite aims. Considering risk-sensitive optimality criteria means that total reward to maximize (resp. minimiz...
Applied Economics, Econometrics
- 2017 •
- D
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D - Stať ve sborníku
Risk-Sensitive Average Optimality in Markov Decision Chains
We focus attention on of the asymptotic behavior of the expected utility and the corresponding certainty equivalents in discrete-time Markov decision chains with finite state and action spaces and the risk-sensitive (exponential) ob...
AH - Ekonomie
- 2008 •
- D
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D - Stať ve sborníku
Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains
growth rate of expected utility, along with average of the associated certainty equivalent, in risk-sensitive Markov decision chains with finite state and action spaces independence of optimal values on starting s...
BC - Teorie a systémy řízení
- 2008 •
- Jx
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach
optimality conditions along with equations for average optimal policies both for risk-neutral and risk-sensitive models will be presented and connections and similarity is evaluated by an exponen...
BB - Aplikovaná statistika, operační výzkum
- 2012 •
- D
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D - Stať ve sborníku
Cumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains
This contribution is devoted to risk-sensitive and risk-neutral optimality or average rewards) cannot reflect the variability-risk features of the problem utility function with a given risk
BB - Aplikovaná statistika, operační výzkum
- 2013 •
- D
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D - Stať ve sborníku
Risk Sensitive Discrete- and Continuous -Time Markov Reward Processes
In this note we consider risk sensitive Markov reward processes with finite state space in discrete- and continuous-time setting. Explicit formulas for the growth rate and average reward optimality are obtained and...
BC - Teorie a systémy řízení
- 2008 •
- D
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D - Stať ve sborníku
Risk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains
-sensitive case, i.e. if the risk-sensitivity coefficient is non-zero, for a given value of the risk-sensitivity coefficient we establish necessary and sufficient optimality processes is evaluated...
Economic Theory
- 2018 •
- D
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D - Stať ve sborníku
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