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Publications - Karel Sladký


Journal articles (23)
1. * Karel Sladký: Risk-sensitive Average Optimality in Markov Decision Processes. Kybernetika 54:6 (2018), 1218-1230. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
2. * Karel Sladký: Second Order Optimality in Markov Decision Chains. Kybernetika 53:6 (2017), 1086-1099. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
3. * R. Cavazos-Cadena, R. Montes-de-Oca, Karel Sladký: Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with Average Reward Criterion. Journal of Applied Probability 52:2 (2015), 419-440. Cambridge University Press.   Download
4. * R. Cavazos-Cadena, R. Montes-de-Oca, Karel Sladký: A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion. Journal of Optimization Theory and Applications 163:2 (2014), 674-684. Springer.   Download
5. * Karel Sladký: Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes. Acta Oeconomica Pragensia 7:3 (2013), 146-161.   Download
6. * Karel Sladký: Some Remarks on Stochastic Versions of the Ramsey Growth Model. Bulletin of the Czech Econometric Society 19:29 (2012), 139-152.   Download
7. * Karel Sladký: Identification of Optimal Policies in Markov Decision Processes. Kybernetika 3 (2010), 558-570. Ústav teorie informace a automatizace AV ČR, v. v. i..   Download
8. * Karel Sladký: Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains. Kybernetika 44:2 (2008), 205-226. Ústav teorie informace a automatizace AV ČR, v. v. i..
9. * Karel Sladký: Stochastic Growth Models with No Discounting. Acta Oeconomica Pragensia 15:4 (2007), 88-98.
10. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents. AUCO Czech Economic Review 1:3 (2007), 1-11.
11. * N. M. van Dijk, Karel Sladký: Monotonicity and comparsion results for nonnegative dynamic system. Part I: Discrete-time case. Kybernetika 42:1 (2006), 37-56. Ústav teorie informace a automatizace AV ČR, v. v. i..
12. * N. M. van Dijk, Karel Sladký: Monotonicity and comparsion results for nonnegative dynamic system. Part II: Continuous-time case. Kybernetika 42:1 (2006), 161-180. Ústav teorie informace a automatizace AV ČR, v. v. i..
13. * Karel Sladký, N. M. van Dijk: On the Total Reward Variance for Continuous-Time Markov Reward Chains. Journal of Applied Probability 43:4 (2006), 1044-1052. Cambridge University Press.
14. * Karel Sladký: On mean reward variance in semi-Markov processes. Mathematical Methods of Operations Research 62:3 (2005), 387-397. Springer.
15. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: A small-open-economy model and endogeous money stock. Acta Oeconomica Pragensia 13:1 (2005), 27-34.
16. * J. Dupačová, Karel Sladký: Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time. ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik 82, 753-765. Wiley.
17. * N. M. van Dijk, Karel Sladký: A note on uniformization for dynamic non-negative systems. Journal of Applied Probability 37:2 (2000), 329-341. Cambridge University Press.
18. * Karel Sladký, Jan Kodera, Miloslav Vošvrda: Sensitivity and stability in dynamical economic systems. Bulletin of the Czech Econometric Society 6:9 (1999), 1-10.
19. * N. M. van Dijk, Karel Sladký: Error bounds for nonnegative dynamic models. Journal of Optimization Theory and Applications 101:2 (1999), 449-474. Springer.
20. * Karel Sladký: On instantaneous speed of adjustment in dynamic linear economic models. Central European Journal for Operations Research and Economics 6, 253-262.
21. * Karel Sladký: Overtaking optimality in dynamic nonnegative systems. ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik 77, 675-676. Wiley.
22. * Karel Sladký, Miloslav Vošvrda: The speed of adjustment and robust stability of macroeconomic systems. Bulletin České ekonometrické společnosti, 89-100.
23. * Karel Sladký: On sufficient conditions for the stability of dynamic interval systems. Kybernetika 30:5 (1994), 525-536. Ústav teorie informace a automatizace AV ČR, v. v. i..

Conference papers (72)
1. * Karel Sladký: Average Reward Optimality in Semi-Markov Decision Processes with Costly Interventions. Proceedings of the 41st International Conference on Mathematical Methods in Econometrics, 378-383. The Czech Society of Operations Research, Praha 2023.   Download
2. * Karel Sladký: Central Moments and Risk-Sensitive Optimality in Markov Reward Processes. MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings, 446-451. Faculty of Economics and Management, Czech University of Life Sciences Prague, Prague 2021.   Download
3. * Karel Sladký: Risk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes. Proceedings of the 38th International Conference on Mathematical Methods in Economics, 537-543. Faculty of Business Economics, Mendel University, Brno 2020.   Download
4. * Karel Sladký: Central Moments and Risk-Sensitive Optimality in Continuous-Time Markov Reward Processes. QUANTITATIVE METHODS IN ECONOMICS : Multiple Criteria Decision Making XX, 305-311. University of Economics, Bratislava 2020.   Download
5. * Karel Sladký: Second Order Optimality in Markov and Semi-Markov Decision Processes. Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019, 338-343. University of South Bohemia in České Budějovice, Faculty of Economics, České Budějovice 2019.   Download
6. * Karel Sladký: Risk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains. 36th International Conference Mathematical Methods in Economics, 497-512. MatfyzPress, Praha 2018.   Download
7. * Karel Sladký: Central Moments and Risk-Sensitive Optimality in Markov Reward Chains. Quantitative Methods in Economics: Multiple Criteria Decision Making XIX, 325-331. University of Economics, Bratislava, Bratislava 2018.   Download
8. * Karel Sladký, V. M. Martínez Cortés: Risk-Sensitive Optimality in Markov Games. Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017), 684-689. University of Hradec Králové, Hradec Králové 2017.   Download
9. * Karel Sladký: Transient and Average Markov Reward Chains with Applications to Finance. Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, 773-778. Technical University, Liberec 2016.   Download
10. * Karel Sladký: Second Order Optimality in Transient and Discounted Markov Decision Chains. Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, 731-736. University of West Bohemia, Plzeň, Plzeň 2015.   Download
11. * Karel Sladký: The Variance of Discounted Rewards in Markov Decision Processes: Laurent Expansion and Sensitive Optimality. 32nd International Conference Mathematical Methods in Economics MME 2014, 908-913. Palacký University, Olomouc, Olomouc 2014.   Download
12. * Karel Sladký: Cumulative Optimality in Risk-Sensitive and Risk-Neutral Markov Reward Chains. Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. College of Polytechnics Jihlava, Jihlava 2013.   Download
13. * Karel Sladký: Risk-Sensitive and Risk-Neutral Optimality in Markov Decision Chains; a Unified Approach. Quantitative Methods in Economics (Multiple Criteria Decision Making XVI), 201-205. Vydavatelstvo EKONÓM, Bratislava 2012.   Download
14. * Karel Sladký: Risk-Sensitive and Average Optimality in Markov Decision Processes. Proceedings of 30th International Conference Mathematical Methods in Economics 2012, 799-804. Silesian University in Opava, School of Busines Administration in Karviná, Karviná 2012.   Download
15. * Karel Sladký: Separable Utility Functions in Dynamic Economic Models. Proceedings of the 29th International Conference Mathematical Methods in Economics, 629-634. University of Economics, Prague, Faculty of Informatics and Statistics, Praha 2011.   Download
16. * Karel Sladký: Risk-sensitive Ramsey Growth Model. 28th International Conference on Mathematical Methods in Economics 2010, 560-565. University of South Bohemia in České Budějovice, Faculty of Economy, České Budějovice 2010.   Download
17. * Karel Sladký: Markov decision chains in discrete- and continuous-time; a unified approach. Quantitative Methods in Economics (Multiple Criteria Decision Making XV), 207-219. University of Economics, Bratislava, Bratislava, SR 2010.   Download
18. * Karel Sladký: Ramsey Growth Model in Discrete and Continuous-Time Setting. Výpočtová ekonomie, sborník 4.semináře, 95-105. Západočeská univerzita v Plzni, Plzeň 2010.   Download
19. * Karel Sladký: Constrained Risk-Sensitive Markov Decision Chains. Operations Research Proceedings 2008, 363-368. Springer, Berlin 2009.
20. * Karel Sladký: Solving Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains. Proceedings of 1st International Conference on Applied Mathematics, 27-60. Universidad Politécnica del Valle de Toluca, Almoloya de Juárey, Edo de México 2009.   Download
21. * Karel Sladký: Ramsey Growth Model Under Uncertainty. Proceedings of 27th International Conference Mathematical Methods in Economics 2009, 296-300. Czech University of Life Sciences Prague, Prague 2009.   Download
22. * Karel Sladký: Risk Sensitive Discrete- and Continuous -Time Markov Reward Processes. Quantitative Methods in Economics: Multiple Criteria Decision making XIV, 272-281. University of Economics in Bratislava, Bratislava 2008.   Download
23. * Karel Sladký, R. Montes-de-Oca: Risk-Sensitive Average Optimality in Markov Decision Chains. Operations Research Proceedings 2007, 69-74. Springer, Berlin 2008.
24. * 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
25. * Karel Sladký: The Ramsey Growth Model: Extensions and Algorithmic Solution. Výpočtová ekonomie: sborník 3.semináře, 79-88. Západočeská univerzita v Plzni, Plzeň 2008.   Download
26. * Karel Sladký: Risk-Sensitive Optimality Criteria in Markov Decision Processes. Operations Research Proceedings 2006, 555-561. Springer, Berlin 2007.
27. * Karel Sladký: Perturbations and Error Bounds in Discounted Markov Reward Models. Proceedings 15th International Scientific Conference on Mathematical Method in Economics and Industry, 158-165. Univerzita P.J. Šafárika v Košicích, Košice 2007.
28. * Karel Sladký, Milan Sitař: Necessary and sufficient optimality conditions in multichain semi-Markov decision processes. Prague Stochastics 2006, 633-643. MATFYZPRESS, Praha 2006.
29. * Karel Sladký, Milan Sitař: Algorithmic procedures for mean variance optimality in Markov decision chains. Operation Research Proceedings 2005, 799-804. Springer, Berlin 2006.
30. * Karel Sladký: Approximations in Stochastic Growth Models. Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, 465-470. University of West Bohemia in Pilsen, Plzeň 2006.
31. * Karel Sladký: Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes. Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII, 165-173. University of Economics in Bratislava, Bratislava 2006.
32. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: Stabillity and Lyapunov exponents in Keynesian and Classical macroeconomic models. Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, 203-210. Gaudeamus, Hradec Králové 2005.
33. * Karel Sladký, N. M. van Dijk: Total reward variance in discrete and continuous time Markov chains. Operations Research Proceedings 2004, 319-326. Springer, Berlin 2005.
34. * 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.
35. * 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.
36. * Karel Sladký, M. Sitař: Optimal solutions for undiscounted variance penalized Markov decision chains. Dynamic Stochastic Optimization, 43-66. Springer, Berlin 2004.
37. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: Dynamical macroeconomic models from the Keynesian, Walrasian and Classical point of view. Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII), 118-127. University of Economics, Bratislava 2004.
38. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: Dynamics of an extended Kaldor model with rational expectation of capital efficiency and adaptive expectation of inflation. Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, 158-163. Masaryk University, Brno 2004.
39. * J. Kodera, Karel Sladký, Miloslav Vošvrda: A small-open-economy model and the possibility of more complex dynamical behaviour. Výpočtová technika, 47-57. Západočeská univerzita, Plzeň 2004.
40. * Karel Sladký: Some remarks on the variance in Markov reward processes. Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004, 292-297. Masaryk University, Brno 2004.
41. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: Extended Kalecki-Kaldor model revisited. Proceedings of the 21st International Conference Mathematical Methods in Economics 2003, 160-165. Czech University of Agriculture, Prague 2003.
42. * 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.
43. * Jan Kodera, Karel Sladký, Miloslav Vošvrda: The role of inflation rate on the dynamics of an extended Kaldor model. Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), 131-137. Slovak Agricultural University, Nitra 2002.
44. * 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.
45. * N. M. van Dijk, Karel Sladký: Monotonicity and comparison results for nonnegative dynamic systems. Operations Research. Proceedings 2000, 103-109. Springer, Berlin 2001.
46. * Karel Sladký: Open Leontief model with alternative choice of input-output matrices. Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, 167-172. VŠE, Praha 2001.
47. * 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.
48. * Karel Sladký: Error bounds and sensitivity analysis of semi-Markov processes. Operations Research. Proceedings 1999, 148-153. Springer, Berlin 2000.
49. * 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.
50. * Karel Sladký: A note on stability margins and instantaneous speed of adjustment assumptions in linear economic models. Proceedings of the International Conference Mathematical Methods in Economics, 179-184. University of West Bohemia, Cheb 1999.
51. * Karel Sladký: Perturbation formulas for semi-Markov processes. Mathematical Methods in Economy and Industry. Proceedings, 95-102. TU, Liberec 1999.
52. * Karel Sladký, Jan Kodera, Miloslav Vošvrda: Macroeconomic dynamical systems: Analytical treatment and computer modelling. Proceedings of the 17th International Conference on Mathematical Methods in Economics '99, 245-252. VŠE, Praha 1999.
53. * Karel Sladký: On the speed of adjustment in dynamical models for interactions of industrial and capital markets under uncertainties. Information Asymmetries on Capital Markets Emerging in Transition Countries, the case of the Czech Capital Market, 279-288. ÚTIA AV ČR, Praha 1998.
54. * Karel Sladký: Sensitivity formulas for discrete- and continuous-time Markov chains. Prague Stochastics '98. Proceedings, 517-521. JČMF, Praha 1998.
55. * N. M. van Dijk, Karel Sladký: On discrete-form expressions for time-inhomogeneous cumulative reward structures. Operations Research Proceedings 1997, 162-167. Berlin, Springer 1998.
56. * N. M. van Dijk, Karel Sladký: On uniformization for reducible nonnegative dynamic systems. Operations Research. Proceedings 1996, 163-168. Springer, Berlin 1997.
57. * N. M. van Dijk, Karel Sladký: Sensitivity analysis for interactions in industrial and capital markets. Information Asymmetries on Capital Markets Emerging in Transition Countries, the Case of the Czech Capital Market, 159-174. ÚTIA AV ČR, Praha 1997.
58. * Vlasta Kaňková, Karel Sladký: Risk-sensitive optimality criteria in multistage stochastic optimization. Proceedings of the Mathematical Methods in Economics, 95-101. VŠB, Ostrava 1997.
59. * Karel Sladký: On composite stability of time-varying discrete interval systems. Proceedings of the 3rd International Conference on Approximation and Optimization in the Caribbean. (http://www.emis.de/proceedings/3ICAOC/). Universidad Autónoma, Puebla 1997.
60. * Karel Sladký: Stability analysis of time-varying discrete interval systems. System Modelling and Optimization. Proceedings, 179-186. Chapman & Hall, London 1996.
61. * N. M. van Dijk, Karel Sladký: Continuous-time dynamic reward structures. Operations Research Proceedings 1995, 96-101. Springer, Berlin 1996.
62. * Karel Sladký, Miloslav Vošvrda: Robust stability in Walrasian equilibrium model. Kvantitatívne metódy v ekonomike. (Viackriteriálna optimalizácia 8), 143-150. Ekonomická univerzita, Bratislava 1996.
63. * Karel Sladký: A note on perturbation formulas for finite Markov chains. Mathematical Methods in Economics 1996, 77-83. University of Economics, Prague 1996.
64. * Karel Sladký, Miloslav Vošvrda: A simple Markovian model of unemployment: Continuous- and discrete-time approaches. Proceedings of the Mathematical Methods in Economics, 194-205. VŠBTU, Ostrava 1995.
65. * Karel Sladký: Value convergence in generalized Markov decision chains. Operations Research '94, 480-482. PhysicaVerlag, Heidelberg 1994.
66. * Karel Sladký: On a multistage stochastic linear program. Asymptotic Statistics. Proceedings, 435-446. PhysicaVerlag, Heidelberg 1994.
67. * Karel Sladký: Nezáporné matice a Leontjevovské modely. Kvantitatívne metódy v ekonomike. (Viackriteriálna optimalizácia VII), 157-164. Ekonomická univerzita, Bratislava 1994.
68. * Karel Sladký: Nezáporné matice v dynamických modelech ekonomických systémů. 12. seminář o Matematických metodách v ekonomice, 175-186. VŠE, Praha 1994.
69. * Karel Sladký: Sensitivity analysis in normalized Markov decision chains. Transactions of the 12th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, 224-227. ÚTIA AV ČR, Praha 1994.
70. * Karel Sladký: Constrained Multiplicative Markov Decision Chains. Transactions of the Eleventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes, 361-368. Academia, Prague 1992.
71. * Karel Sladký: Relationships Between Markovian Decision Problems and Products of a Finite Set of Matrices. Conference on Mathematical Programming, -. JČMF, Praha 1992.
72. * Karel Sladký: Cat and Mouse in a Maze: Extended Formulations and Their Solutions Using Controlled Markov Chains. Joint Workshop on Discrete Event Systems. WODES '92, 133-136. ÚTIA ČSAV, Prague 1992.

Other publications (22)
1. * Karel Sladký: Variance penalized stochastic optimization. Abstract. Dynamic Stochastic Optimization. Abstracts, 27. IIASA, Laxenburg 2002.
2. * Karel Sladký: Minimum variance criterion in stochastic dynamic programming. Abstract. International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts, 28. UK Operational Research Society, Edinburgh 2002.
3. * 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.
4. * Karel Sladký: Optimal solution for undiscounted variance penalized Markov decision chains. Abstract. Mathematical Methods in Economy and Industry. Abstracts, 14. HumboldtUniversity Berlin, Berlin 2002.
5. * Karel Sladký, M. Sitař: Mean Variance Models in Markovian Decision Processes: Optimality Conditions and Algorithms. Research Report 1982. ÚTIA AV ČR, Praha 2000.
6. * J. Dupačová, Karel Sladký: Comparison of Multistage Stochastic Programming and Stochastic Dynamic Programming with Discrete Time. Research Report 2005. ÚTIA AV ČR, Praha 2000.
7. * Karel Sladký: Perturbations and error bounds for dynamic nonnegative systems. Abstract. Stochastische Modelle und Steuerung. 2. GAMM-Workshop. Abstracts, 19. Technische Universität, Dresden 1997.
8. * N. M. van Dijk, Karel Sladký: On Approximative Expressions for Cumulative Rewards of Time-Inhomogeneous Nonnegative Systems. Research Report 1903. ÚTIA AV ČR, Praha 1997.
9. * N. M. van Dijk, Karel Sladký: Monotonicity and Comparison Results for Nonnegative Dynamic Systems. Research Report 1890. ÚTIA AV ČR, Praha 1996.
10. * N. M. van Dijk, Karel Sladký: On uniformization for reducible nonnegative dynamic systems. Abstract. Symposium über Operations Research, 89. Technische Universität, Braunschweig 1996.
11. * Karel Sladký: Stability analysis of time-varying discrete interval systems. 17th IFIP TC7 Conference on System Modelling and Optimization. Collection of Abstracts, 514-517. ÚTIA AV ČR, Praha 1995.
12. * Karel Sladký: Error bounds for nonnegative dynamic models. Abstract. 10th Joint German-Czech-Slovak Conference on Mathematical Methods in Economics and Industry, -. Technická univerzita, Košice 1995.
13. * Karel Sladký, Miloslav Vošvrda: A simple Markovian model of unemployment: Continuous- and discrete-time approaches. Mezinárodní vědecká konference. Sborník abstraktů, 30/41. VŠBTU, Ostrava 1995.
14. * N. M. van Dijk, U. Rieder, Karel Sladký: On Uniformization for Dynamic Nonnegative Systems. Research Report 1860. ÚTIA AV ČR, Praha 1995.
15. * Karel Sladký: On composite stability of time-varying discrete interval systems. Abstract. 3rd International Conference on Approximation and Optimization in the Caribbean, 116. Universidad Autónoma, Puebla 1995.
16. * N. M. van Dijk, Karel Sladký: Continuous-time dynamic reward structures. Abstract. Symposium über Operations Research, 86. Universität Passau, Passau 1995.
17. * N. M. van Dijk, Karel Sladký: A Note on Error Bounds for Closed Leontief Input-Output Models. Research Report 1823. ÚTIA AV ČR, Praha 1994.
18. * N. M. van Dijk, Karel Sladký: Perturbation Theory for Open Leontief Input-Output Models. Research Report 1824. ÚTIA AV ČR, Praha 1994.
19. * N. M. van Dijk, Karel Sladký: Error Bounds for Nonnegative Dynamic Models. Research Report 1825. ÚTIA AV ČR, Praha 1994.
20. * N. M. van Dijk, Karel Sladký: Perturbations and error bounds in nonnegative dynamic models. Stochastic Models. Abstracts, 21-22. Leiden University, Leiden 1994.
21. * Karel Sladký: On the Asymptotic Stability of Time-Varying Interval Systems. Research Report 1828. ÚTIA AV ČR, Praha 1994.