. "Sita\u0159, Milan" . . "2003-09-03+02:00"^^ . "[300A3911CCF5]" . "In this note we present a policy iteration algorithm for constructing a set of efficient stationary policies containing optimal policies with respect to various criteria used for the mean variance tradeoff. This algorithm works both for the unichain and multichain models. We show that the obtained policies are optimal also in the class of Markovian (memoryless) policies." . . "RIV/67985556:_____/04:00106254" . . "Sladk\u00FD, Karel" . "Springer-Verlag" . . "V pr\u00E1ci je navr\u017Een algoritmick\u00FD postup, zalo\u017Een\u00FD na iterac\u00EDch v prostoru stacion\u00E1rn\u00EDch \u0159\u00EDzen\u00ED, pro nalezen\u00ED eficientn\u00EDch stacion\u00E1rn\u00EDch \u0159\u00EDzen\u00ED s ohledem na r\u016Fzn\u00E1 krit\u00E9ria optimality typu pr\u016Fm\u011Brn\u00FD v\u00FDnos a jeho rozptyl. Navr\u017Een\u00FD algoritmick\u00FD postup je mo\u017Eno vyu\u017E\u00EDt i pro p\u0159\u00EDpad markovsk\u00FDch \u0159et\u011Bzc\u016F s v\u011Bt\u0161\u00EDm po\u010Dtem t\u0159\u00EDd rekurentn\u00EDch stav\u016F. Je rovn\u011B\u017E uk\u00E1z\u00E1no, \u017Ee takto nalezen\u00E1 \u0159\u00EDzen\u00ED jsou optim\u00E1ln\u00ED i ve t\u0159\u00EDd\u011B v\u0161ech markovsk\u00FDch \u0159\u00EDzen\u00ED"@cs . "Markov decision chains;mean-variance optimality;policy iterations"@en . "P(GA402/01/0539), P(GA402/02/1015), Z(AV0Z1075907)" . . "In this note we present a policy iteration algorithm for constructing a set of efficient stationary policies containing optimal policies with respect to various criteria used for the mean variance tradeoff. This algorithm works both for the unichain and multichain models. We show that the obtained policies are optimal also in the class of Markovian (memoryless) policies."@en . "8"^^ . "395;402" . . . . . "577925" . "On the set of optimal policies in variance penalized Markov decision chains" . "On the set of optimal policies in variance penalized Markov decision chains"@en . . . "On the set of optimal policies in variance penalized Markov decision chains" . . . . "RIV/67985556:_____/04:00106254!RIV/2005/GA0/A16005/N" . . "O t\u0159\u00EDd\u011B optim\u00E1ln\u00EDch \u0159\u00EDzen\u00ED markovsk\u00FDch rozhodovac\u00EDch proces\u016F s penalizac\u00ED rozptylem"@cs . "Heidelberg" . . "2"^^ . "Heidelberg" . "Operations Research Proceedings 2003" . "On the set of optimal policies in variance penalized Markov decision chains"@en . "O t\u0159\u00EDd\u011B optim\u00E1ln\u00EDch \u0159\u00EDzen\u00ED markovsk\u00FDch rozhodovac\u00EDch proces\u016F s penalizac\u00ED rozptylem"@cs . . . "2"^^ . . "3-540-21445-3" .