M. Sitař

  1. Sladký Karel, Sitař M. :  Optimal solutions for undiscounted variance penalized Markov decision chains , Dynamic Stochastic Optimization, p. 43-66, IFIP/IIASA/GAMM Workshop on Dynamic Stochastic Optimization, (Laxenburg, AT, 11.03.2002-14.03.2002) [2004]
  2. Sladký Karel, Sitař M. :  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), p. 123-129, University of Economics, (Bratislava 2000) , Quantitative Methods in Economics, (Stará Lesná, SK, 30.11.2000-02.12.2000) [2000]
  3. Sladký Karel, Sitař M. :  Mean variance models in Markovian decision processes: Optimality conditions , Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000, p. 159-164 , Eds: Dlouhý M., VŠE, (Praha 2000) , Mathematical Methods in Economics 2000 /18./, (Praha, CZ, 13.09.2000-15.09.2000) [2000]
  4. Sladký Karel, Sitař M. :  Mean Variance Models in Markovian Decision Processes: Optimality Conditions and Algorithms, ÚTIA AV ČR, (Praha 2000) Research Report 1982 [2000]