Bibliografie
171396
- Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with Average Reward Criterion , Journal of Applied Probability vol.52, 2 (2015), p. 419-440 [2015] Download DOI: 10.1239/jap/1437658607:
- A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion , Journal of Optimization Theory and Applications vol.163, 2 (2014), p. 674-684 [2014] Download DOI: 10.1007/s10957-013-0474-6:
- Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes , Acta Oeconomica Pragensia vol.7, 3 (2013), p. 146-161 [2013] Download:
- The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality , 32nd International Conference Mathematical Methods in Economics MME 2014, p. 908-913, MME 2014. International Conference Mathematical Methods in Economics /32./, (Olomouc, CZ, 10.09.2014-12.09.2014) [2014] Download: