0410889 20240103182246.620060210235959.9 80-248-0153-1 Ostrava Technical University 2002 1 s. 6RamíkJ. dynamic programming Markov reward and decision models long run optimality cav_un_auth*0101193 Sitař Milan UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12B 05D GA402/02/1015 GA ČR cav_un_auth*0000527 GA402/01/0539 GA ČR cav_un_auth*0008959 CEZ:AV0Z1075907 We consider a discrete time Markov reward process with finite state and action spaces and random returns. In contrast with the classical models we assume that instead of maximizing the long run average expected return we maximize the first moment and simultaneously minimize the second moment of the reward. An algorithmic procedure is suggested for finding Pareto optimal policies for the considered moment optimality criteria. cav_un_auth*0212937 Mathematical Methods in Economics 2002 /20./ Ostrava CZ 03.09.2002-05.09.2002 BB E http://hdl.handle.net/11104/0130976 UTIA-B 20020103 2002 2002 Ostrava Technical University 80-248-0153-1 Proceedings of the 20th International Conference Mathematical Methods in Economics 2002 6 Ramík J. 340