0432654 20240103204735.520141013235959.9 000356417900156 6 s. P cav_un_epca*0432653978-80-244-4209-9908-913OlomoucPalacký University, Olomouc2014 discrete-time Markov decision chains variance of total discounted rewards Laurent expansion mean-variance optimality cav_un_auth*0101196 Ekonometrie Department of Econometrics E E Department of Econometrics 100 Sladký Karel UTIA-B K 1 Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/E/sladky-0432654.pdf cav_un_auth*0292652 GA13-14445S GA ČR cav_un_auth*0307567 171396 CONACYT MX In this paper we consider discounted Markov decision processes with finite state space and compact actions spaces. We present formulas for the variance of total expected discounted rewards along with its partial Laurent expansion. This enables to compare the obtained results with similar results for undiscounted models. cav_un_auth*0306071 MME 2014. International Conference Mathematical Methods in Economics /32./ 10.09.2014-12.09.2014 Olomouc CZ BB 2015 1 PR RVO:67985556 http://hdl.handle.net/11104/0237103 S 2014 000356417900156 WOS cav_un_epca*0432653 32nd International Conference Mathematical Methods in Economics MME 2014 978-80-244-4209-9 908 913 32nd International Conference Mathematical Methods in Economics MME 2014 Olomouc Palacký University, Olomouc 2014