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Bibliography

Milan Sitař

  1. Sladký Karel, Sitař Milan :  Risk Sensitive and Mean Variance Optimality in Markov Decision Processes , Proceedings of 26th International Conference Mathematical Methods in Economics 2008, p. 452-461 , Eds: Řehořová Pavla, Maršíková Kateřina, Mathematical Methods in Economics 2008, (Liberec, CZ, 17.09.2008-19.09.2008) [2008] Download
  2. Sladký Karel, Sitař Milan :  Necessary and sufficient optimality conditions in multichain semi-Markov decision processes , Prague Stochastics 2006, p. 633-643 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]
  3. Sladký Karel, Sitař Milan :  Algorithmic procedures for mean variance optimality in Markov decision chains , Operation Research Proceedings 2005, p. 799-804 , Eds: Haasis H. D., Kopfer H., Schonberger J., Operations Research 2006, (Bremen, DE, 06.09.2005-08.09.2005) [2006]
  4. Sladký Karel, Sitař Milan :  Mean variance optimality in Markov decision chains , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 350-357 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]
  5. Sitař Milan :  Model of life insurance policies using Markov chains with rewards , Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII), p. 179-186, Quantitative Methods in Economics. Multiple Criteria Decision Making /12./, (Virt, SK, 02.06.2004-04.06.2004) [2004]
  6. Sladký Karel, Sitař Milan :  On the set of optimal policies in variance penalized Markov decision chains , Operations Research Proceedings 2003, p. 395-402, OR 2003. International Conference on Operations Research, (Heidelberg, DE, 03.09.2003-05.09.2003) [2004]
  7. Sitař Milan, Sladký Karel :  Calculating the variance in Markov reward chains with a small interest rate , Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), p. 230-236 , Eds: Magáthová V., Slovak Agricultural University, (Nitra 2002) , Quantitative Methods in Economics /11./, (Nitra, SK, 05.12.2002-06.12.2002) [2002]
  8. Sitař Milan :  Algorithmic procedures for moment optimality in Markovian decision models , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 6 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002) [2002]
  9. Sladký Karel, Sitař Milan :  Some remarks on the variance in Markov chains with rewards , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 231-236 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002) [2002]
  10. Sladký Karel, Sitař Milan :  Algorithmic procedures for mean-variance optimality in Markov decision chains. Abstract , Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, p. 322 , Eds: Janžura M., Mikosch T., Institute of Information Theory and Automation, (Prague 2002) , EMS 2002, (Prague, CZ, 19.08.2002-23.08.2002) [2002]