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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
(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