Search results
- 1.0410873 - 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 - 2.0410871 - UTIA-B 20020085 DE eng A - Abstract
Sladký, Karel
Optimal solution for undiscounted variance penalized Markov decision chains. Abstract.
Berlin: HumboldtUniversity Berlin, 2002. Mathematical Methods in Economy and Industry. Abstracts. s. 14
[Joint Czech-German-Slovak Conference /12./. 22.07.2002-26.07.2002, Arnstadt]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/02/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : Markov decision chains * optimal policies * mean-variance penalization
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130958 - 3.0410870 - 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 - 4.0410869 - UTIA-B 20020083 CZ eng A - Abstract
Sladký, Karel - Sitař, Milan
Algorithmic procedures for mean-variance optimality in Markov decision chains. Abstract.
Prague: Institute of Information Theory and Automation, 2002. Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes. - (Janžura, M.; Mikosch, T.). s. 322
[EMS 2002. 19.08.2002-23.08.2002, Prague]
R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : Markov decision chains * mean-variance * policy iteration
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130956 - 5.0410863 - UTIA-B 20020077 AT eng A - Abstract
Kaňková, Vlasta - Houda, M.
A Remark on quantitative stability and empirical estimates in stochastic optimization. Abstract.
Klagenfurt: Univerität Klagenfurt, 2002. International Conference on Operations Research 2002. Abstracts. s. 96
[Operations Research 2002. 02.09.2002-05.09.2002, Klagenfurt]
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015
Grant - others:Deutsch STW GA(DE) 436TSE113/40
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming * stability * estimates
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130950 - 6.0410862 - UTIA-B 20020076 GB eng A - Abstract
Kaňková, Vlasta
Multiobjective stochastic programming. Abstract.
Edinburgh: UK Operational Research Society, 2002. International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts. s. 11
[IFORS 2002. 11.07.2002-12.07.2002, Edinburgh]
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015; GA ČR GA402/01/0034
Institutional research plan: CEZ:AV0Z1075907
Keywords : multiobjective stochastics problem * stability * large deviation
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130949 - 7.0410861 - UTIA-B 20020075 DE eng A - Abstract
Kaňková, Vlasta
Empirical estimates in stochastic programming; the case of dependent data. Abstract.
Berlin: HumboldtUniversity Berlin, 2002. Mathematical Methods in Economy and Industry. Abstracts. s. 7
[Joint Czech-German-Slovak Conference /12./. 22.07.2002-26.07.2002, Arnstadt]
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015
Grant - others:Deutsch STW GA(DE) 436TSE113/40
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming * empirical estimates * mixing
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130948 - 8.0410860 - UTIA-B 20020074 CZ eng A - Abstract
Kaňková, Vlasta - Houda, M.
Quantitative stability and empirical estimates in stochastic programming. Abstract.
Prague: Institute of Information Theory and Automation, 2002. Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes. - (Janžura, M.; Mikosch, T.). s. 233
[EMS 2002. 19.08.2002-23.08.2002, Prague]
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming * stability * estimates
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0130947