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- 1.0410858 - UTIA-B 20020072 RIV DE eng J - Journal Article
Dupačová, J. - Sladký, Karel
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time.
ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik. Roč. 82, 11/12 (2002), s. 753-765. ISSN 0044-2267. E-ISSN 1521-4001
R&D Projects: GA ČR GA201/99/0264; GA ČR GA402/99/1136; GA MŠMT 113200008
Institutional research plan: CEZ:AV0Z1075907
Keywords : multistage stochastic programs with recourse * dynamic programming * Markov decision processes
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.085, year: 2002
Permanent Link: http://hdl.handle.net/11104/0130945 - 2.0346982 - ÚTIA 2011 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Risk-sensitive Ramsey Growth Model.
28th International Conference on Mathematical Methods in Economics 2010. Vol. Part II. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economy, 2010 - (Houda, M.; Friebelová, J.), s. 560-565. ISBN 978-80-7394-218-2.
[28th International Conference on Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : economic dynamics * extended version of the Ramsey growth model * risk-sensitive Markov decision processes
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/sladky-risk-sensitive ramsey growth model.pdf
Permanent Link: http://hdl.handle.net/11104/0187862 - 3.0346161 - ÚTIA 2011 RIV CZ eng J - Journal Article
Sladký, Karel
Identification of Optimal Policies in Markov Decision Processes.
Kybernetika. 46 2010, č. 3 (2010), s. 558-570. ISSN 0023-5954.
[International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : finite state Markov decision processes * discounted and average costs * elimination of suboptimal policies
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
http://library.utia.cas.cz/separaty/2010/E/sladky-identification of optimal policies in markov decision processes.pdf
Permanent Link: http://hdl.handle.net/11104/0187257File Download Size Commentary Version Access 0346161.pdf 1 153 KB Publisher’s postprint open-access - 4.0329457 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Ramsey Growth Model Under Uncertainty.
[Ramseův růstový model za neurčitosti.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 296-300. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Economic dynamics * Ramsey growth model * Markov decision processes
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/sladky-ramsey growth model under uncertainty.pdf
Permanent Link: http://hdl.handle.net/11104/0175488 - 5.0106191 - UTIA-B 20040001 RIV DE eng C - Conference Paper (international conference)
Sladký, Karel - Sitař, M.
Optimal solutions for undiscounted variance penalized Markov decision chains.
[Optimální řízení nediskontovaných markovských rozhodovacích procesu s penalizací rozptylem.]
Dynamic Stochastic Optimization. Berlin: Springer, 2004 - (Marti, K.; Ermoliev, Y.; Pflug, G.), s. 43-66. Lecture Notes in Economics and Mathematical Systems., 532. ISBN 3-540-40506-2.
[IFIP/IIASA/GAMM Workshop on Dynamic Stochastic Optimization. Laxenburg (AT), 11.03.2002-14.03.2002]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : Markov decision processes * optimal policies * mean-variance
Subject RIV: BC - Control Systems Theory
Permanent Link: http://hdl.handle.net/11104/0013374 - 6.0087092 - ÚTIA 2008 RIV CZ eng J - Journal Article
Sladký, Karel
Stochastic Growth Models with No Discounting.
[Stochastické růstové modely bez diskontování.]
Acta Oeconomica Pragensia. Roč. 15, č. 4 (2007), s. 88-98. ISSN 0572-3043
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : economic dynamics * stochastic version of the Ramsey growth model * Markov decision processes
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0149036 - 7.0047531 - ÚTIA 2007 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes.
[Několik poznámek k sensitivním kritériím optimality v markovských rozhodovacích procesech.]
Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII. Bratislava: University of Economics in Bratislava, 2006 - (Pekár, J.; Lukáčik, M.), s. 165-173. ISBN 80-8078-129-X.
[Quantitative Methods in Economics. Multiple Criteria Decision Making XIII. Bratislava (SK), 06.12.2006-08.12.2006]
R&D Projects: GA ČR GA402/05/0115; GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : discrete-time Markov decision processes, * risk-sensitive optimality
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0138414 - 8.0040938 - ÚTIA 2007 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel - Sitař, Milan
Necessary and sufficient optimality conditions in multichain semi-Markov decision processes.
[Nutné a postačující podmínky optimality pro semi-markovské procesy s větším počtem rekurentních tříd.]
Prague Stochastics 2006. Praha: MATFYZPRESS, 2006 - (Hušková, M.; Janžura, M.), s. 633-643. ISBN 80-86732-75-4.
[Prague Stochastics 2006. Prague (CZ), 21.08.2006-25.08.2006]
R&D Projects: GA ČR GA402/05/0115; GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : semi-Markov decision processes * necessary and sufficient optimality conditions * average reward criterion * optimal policy
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0134546