Access Statistics for Karel Sladký
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents | 0 | 0 | 0 | 270 | 0 | 0 | 10 | 1,315 |
| The Role of Inflation Rate on the Dynamics of an Extended Kaldor Model | 0 | 0 | 0 | 92 | 0 | 0 | 11 | 361 |
| Total Working Papers | 0 | 0 | 0 | 362 | 0 | 0 | 21 | 1,676 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Counterexample on Sample-Path Optimality in Stable Markov Decision Chains with the Average Reward Criterion | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 9 |
| A Small-Open-Economy Model and Endogenous Money Stock | 0 | 0 | 0 | 23 | 0 | 1 | 11 | 76 |
| Error Bounds for Nonnegative Dynamic Models | 0 | 0 | 0 | 0 | 0 | 0 | 35 | 38 |
| Neokeynesian and Neoclassical Macroeconomic Models: Stability and Lyapunov Experiments | 0 | 0 | 0 | 94 | 1 | 1 | 8 | 453 |
| On mean reward variance in semi-Markov processes | 0 | 0 | 0 | 0 | 0 | 0 | 7 | 18 |
| Risk-Sensitive and Mean Variance Optimality in Markov Decision Processes | 0 | 0 | 0 | 24 | 1 | 2 | 8 | 105 |
| Stochastic Growth Models With No Discounting | 0 | 0 | 0 | 14 | 1 | 1 | 17 | 79 |
| Total Journal Articles | 0 | 0 | 0 | 155 | 3 | 6 | 90 | 778 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Algorithmic Procedures for Mean Variance Optimality in Markov Decision Chains | 0 | 0 | 0 | 0 | 0 | 0 | 7 | 8 |
| Constrained Risk-Sensitive Markov Decision Chains | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Risk-Sensitive Average Optimality in Markov Decision Chains | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Risk-Sensitive Optimality Criteria in Markov Decision Processes | 0 | 0 | 0 | 0 | 0 | 0 | 4 | 6 |
| Total Reward Variance in Discrete and Continuous Time Markov Chains | 0 | 0 | 0 | 0 | 0 | 0 | 8 | 12 |
| Total Chapters | 0 | 0 | 0 | 0 | 0 | 0 | 22 | 30 |
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