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Details about Karel Sladký

This author is deceased (2025-07-12).

Access statistics for papers by Karel Sladký.

Last updated 2025-11-16. Update your information in the RePEc Author Service.

Short-id: psl48


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Working Papers

2006

  1. Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents
    Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies Downloads

Undated

  1. The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model
    Modeling, Computing, and Mastering Complexity 2003, Society for Computational Economics Downloads

Journal Articles

2014

  1. A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion
    Journal of Optimization Theory and Applications, 2014, 163, (2), 674-684 Downloads View citations (2)

2013

  1. Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes
    Czech Economic Review, 2013, 7, (3), 146-161 Downloads

2007

  1. Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments
    Czech Economic Review, 2007, 1, (3), 302-311 Downloads
  2. Stochastic Growth Models With No Discounting
    (Stochastické růstové modely bez diskontování)
    Acta Oeconomica Pragensia, 2007, 2007, (4), 88-98 Downloads

2005

  1. A Small-Open-Economy Model and Endogenous Money Stock
    (Model malé otevřené ekonomiky a endogenní peněžní nabídka)
    Acta Oeconomica Pragensia, 2005, 2005, (1), 26-35 Downloads View citations (1)
  2. On mean reward variance in semi-Markov processes
    Mathematical Methods of Operations Research, 2005, 62, (3), 387-397 Downloads

1999

  1. Error Bounds for Nonnegative Dynamic Models
    Journal of Optimization Theory and Applications, 1999, 101, (2), 449-474 Downloads View citations (2)

Chapters

2009

  1. Constrained Risk-Sensitive Markov Decision Chains
    Springer

2008

  1. Risk-Sensitive Average Optimality in Markov Decision Chains
    Springer View citations (1)

2007

  1. Risk-Sensitive Optimality Criteria in Markov Decision Processes
    Springer

2006

  1. Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains
    Springer

2005

  1. Total Reward Variance in Discrete and Continuous Time Markov Chains
    Springer View citations (2)
 
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