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Optimalita za rizika a typu střední hodnota - rozptyl v markovskýách rozhodovacích procesech Sladký, Karel ; Sitař, Milan In this note, we compare two aproaches for handling risk-variability features arising in discrete-time Markov decision processes: models with exponential utility function and mean variance optimality models. Computational approaches for finding optimal decision with respect to the optimality criteria mentioned above are presented and analytical results showing connections between the above optimality criteria are discussed. Detailed record

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