Bibliografie

Conference Paper (international conference)

Markov decision chains in discrete- and continuous-time; a unified approach

: Quantitative Methods in Economics (Multiple Criteria Decision Making XV), p. 207-219 , Eds: Reiff Marian

: Quantitative Methods in Economics, Multiple Criteria Decision Making XV, (Smolenice, SK, 06.10.2010-08.10.2010)

: CEZ:AV0Z10750506

: GA402/08/0107, GA ČR, GAP402/10/0956, GA ČR, GAP402/10/1610, GA ČR

: discrete-time and continuous-time Markov decision chains, discounted and averaging optimality, connections between discounted and averaging models, uniformization

: http://library.utia.cas.cz/separaty/2010/E/sladky-markov decision chains in discrete- and continuous-time; a unified approach.pdf

(eng): In this note we consider Markov decision chains with finite state space in discrete- and continuous-time setting for discounting and averaging optimality criteria. Connections between discounted and averaging optimality along with uniformization methods are employed for producing bounds on optimal discounted and average rewards.

: AH