Publications - Milan Sitař | Department of Pattern Recognition

Conference papers (12)


	1. * Karel Sladký, Milan Sitař: Risk Sensitive and Mean Variance Optimality in Markov Decision Processes. Proceedings of 26th International Conference Mathematical Methods in Economics 2008, 452-461. Technical University of Liberec, Liberec 2008. Download
	2. * Karel Sladký, Milan Sitař: Algorithmic procedures for mean variance optimality in Markov decision chains. Operation Research Proceedings 2005, 799-804. Springer, Berlin 2006.
	3. * Karel Sladký, Milan Sitař: Necessary and sufficient optimality conditions in multichain semi-Markov decision processes. Prague Stochastics 2006, 633-643. MATFYZPRESS, Praha 2006.
	4. * Karel Sladký, Milan Sitař: Mean variance optimality in Markov decision chains. Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, 350-357. Gadeamus, Hradec Králové 2005.
	5. * Karel Sladký, M. Sitař: Optimal solutions for undiscounted variance penalized Markov decision chains. Dynamic Stochastic Optimization, 43-66. Springer, Berlin 2004.
	6. * Karel Sladký, Milan Sitař: On the set of optimal policies in variance penalized Markov decision chains. Operations Research Proceedings 2003, 395-402. Springer, Heidelberg 2004.
	7. * Milan Sitař: Model of life insurance policies using Markov chains with rewards. Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII), 179-186. University of Economics, Bratislava 2004.
	8. * Karel Sladký, Milan Sitař: Some remarks on the variance in Markov chains with rewards. Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, 231-236. Technical University, Ostrava 2002.
	9. * Milan Sitař: Algorithmic procedures for moment optimality in Markovian decision models. Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, 6. Technical University, Ostrava 2002.
	10. * Milan Sitař, Karel Sladký: Calculating the variance in Markov reward chains with a small interest rate. Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), 230-236. Slovak Agricultural University, Nitra 2002.
	11. * Karel Sladký, M. Sitař: Mean variance models in Markovian decision processes: Optimality conditions. Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000, 159-164. VŠE, Praha 2000.
	12. * Karel Sladký, M. Sitař: Suboptimal and Pareto optimal solutions for variance penalized Markov decision chains. Proceedings of the International Conference on Quantatative Methods in Economics. (Multiple Criteria Decision Making X), 123-129. University of Economics, Bratislava 2000.

Other publications (2)


	1. * Karel Sladký, Milan Sitař: 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, 322. Institute of Information Theory and Automation, Prague 2002.
	2. * Karel Sladký, M. Sitař: Mean Variance Models in Markovian Decision Processes: Optimality Conditions and Algorithms. Research Report 1982. ÚTIA AV ČR, Praha 2000.