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Open Leontief model with alternative choice of input-output matrices
Sladký, Karel
We consider an open Leontief (input-output) model such that the input-output matrix can be selected by a decision maker from a given finite set A of nonnegative matrices fulfilling the "product property." We present algorithmic procedures for testing if the set A contains feasible solutions (i.e. if A contains a matrix having the spectral radius less than unity), and for finding feasible solutions of the considered open Leontief (input-output) model.
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Mean variance models in Markovian decision processes: Optimality conditions
Sladký, Karel ; Sitař, M.
We consider a discrete-time Markov reward processes with finite state and action spaces. In contrast with the classical models we assume that the (weighted) long run mean variance, i.e. the (weighted) difference of the ratio of long run second to first moments of total expected reward and the long run average return, is minimized. Ideas for finding optimal long-run average return of Markov and semi-Markov decision processes by policy iterations are heavily employed.
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