Search results
- 1.0567218 - ÚTIA 2024 RIV NL eng J - Journal Article
Kopa, M. - Šmíd, Martin
Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon.
Operations Research Letters. Roč. 51, č. 2 (2023), s. 133-136. ISSN 0167-6377. E-ISSN 1872-7468
R&D Projects: GA ČR(CZ) GA19-11062S
Institutional support: RVO:67985556
Keywords : Risk aversion * Dynamic programming * Infinite horizon
OECD category: Statistics and probability
Impact factor: 1.1, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2023/E/smid-0567218.pdf https://www.sciencedirect.com/science/article/pii/S0167637723000081?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0340876 - 2.0556428 - ÚTIA 2023 RIV NL eng J - Journal Article
Kárný, Miroslav
Fully probabilistic design of strategies with estimator.
Automatica. Roč. 141, č. 1 (2022), č. článku 110269. ISSN 0005-1098. E-ISSN 1873-2836
R&D Projects: GA MŠMT(CZ) LTC18075
Institutional support: RVO:67985556
Keywords : Bayes methods * closed loop systems * decision making * dynamic programming * estimation
OECD category: Robotics and automatic control
Impact factor: 6.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/AS/karny-0556428.pdf https://www.sciencedirect.com/science/article/pii/S0005109822001145?via%3Dihub
Permanent Link: http://hdl.handle.net/11104/0330841 - 3.0480036 - ÚTIA 2018 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel - Martínez Cortés, V. M.
Risk-Sensitive Optimality in Markov Games.
Proceedings of the 35th International Conference Mathematical Methods in Economics (MME 2017). Hradec Králové: University of Hradec Králové, 2017, s. 684-689. ISBN 978-80-7435-678-0.
[MME 2017. International Conference Mathematical Methods in Economics /35./. Hradec Králové (CZ), 13.09.2017-15.09.2017]
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : two-person Markov games * communicating Markov chains * risk-sensitive optimality * dynamic programming
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2017/E/sladky-0480036.pdf
Permanent Link: http://hdl.handle.net/11104/0276771 - 4.0463231 - ÚTIA 2017 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Transient and Average Markov Reward Chains with Applications to Finance.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 773-778. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : dynamic programming * transient and average Markov reward chains * reward-variance optimality * optimality in financial models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/sladky-0463231.pdf
Permanent Link: http://hdl.handle.net/11104/0263954 - 5.0457016 - ÚI 2016 RIV US eng C - Conference Paper (international conference)
Křen, T. - Neruda, Roman
A Dynamic Programming Approach to Individual Initialization in Genetic Programming.
Proceedings of The 2015 IEEE International Conference on Systems, Man and Cybernetics. Los Alamitos: IEEE, 2015, s. 1752-1757. ISBN 978-1-4799-8696-5.
[SMC 2015. International Conference on Systems, Man and Cybernetics. Hong Kong (HK), 09.10.2015-12.10.2015]
R&D Projects: GA ČR GA15-18108S
Grant - others:GA UK(CZ) 187115; SVV(CZ) 260 224
Institutional support: RVO:67985807
Keywords : genetic programming * initialization * dynamic programming
Subject RIV: IN - Informatics, Computer Science
Permanent Link: http://hdl.handle.net/11104/0257465File Download Size Commentary Version Access a0457016.pdf 1 456.7 KB Publisher’s postprint require - 6.0448938 - ÚTIA 2016 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Second Order Optimality in Transient and Discounted Markov Decision Chains.
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015. Plzeň: University of West Bohemia, Plzeň, 2015, s. 731-736. ISBN 978-80-261-0539-8.
[Mathematical Methods in Economics 2015 /33./. Cheb (CZ), 09.09.2015-11.09.2015]
R&D Projects: GA ČR GA13-14445S; GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : dynamic programming * discounted and transient Markov reward chains * reward-variance optimality
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2015/E/sladky-0448938.pdf
Permanent Link: http://hdl.handle.net/11104/0250633 - 7.0427942 - ÚTIA 2015 RIV NL eng J - Journal Article
Suzdaleva, Evgenia - Nagy, Ivan
Data-based Speed-limit-respecting Eco-driving System.
Transportation Research. Part C: Emerging Technologies. Roč. 44, č. 1 (2014), s. 253-264. ISSN 0968-090X. E-ISSN 1879-2359
R&D Projects: GA TA ČR TA01030123
Institutional support: RVO:67985556
Keywords : eco-driving * fuel consumption * recommended speed * recursive estimation * quadratic optimal control * dynamic programming
Subject RIV: BC - Control Systems Theory
Impact factor: 2.818, year: 2014
http://library.utia.cas.cz/separaty/2014/AS/suzdaleva-0427942.pdf
Permanent Link: http://hdl.handle.net/11104/0233598 - 8.0410889 - UTIA-B 20020103 RIV CZ eng C - Conference Paper (international conference)
Sitař, Milan
Algorithmic procedures for moment optimality in Markovian decision models.
Ostrava: Technical University, 2002. ISBN 80-248-0153-1. In: Proceedings of the 20th International Conference Mathematical Methods in Economics 2002. - (Ramík, J.), s. 6
[Mathematical Methods in Economics 2002 /20./. Ostrava (CZ), 03.09.2002-05.09.2002]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : dynamic programming * Markov reward and decision models * long run optimality
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130976 - 9.0410873 - UTIA-B 20020087 AT eng A - Abstract
Sladký, Karel
Variance penalized stochastic optimization. Abstract.
Laxenburg: IIASA, 2002. Dynamic Stochastic Optimization. Abstracts. s. 27
[IFIP/IIASA/GAMM Workshop on Dynamic Stochastic Optimization. 11.03.2002-14.03.2002, Laxenburg]
R&D Projects: GA ČR GA402/02/1015
Institutional research plan: CEZ:AV0Z1075907
Keywords : discrete dynamic programming * mean variance penalization
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130960 - 10.0410870 - UTIA-B 20020084 GB eng A - Abstract
Sladký, Karel
Minimum variance criterion in stochastic dynamic programming. Abstract.
Edinburgh: UK Operational Research Society, 2002. International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts. s. 28
[IFORS 2002. 08.07.2002-12.07.2002, Edinburgh]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic dynamic programming * Markov decision chains * mean-variance
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130957