Search results

  1. 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. 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. 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. 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. 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. 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. 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. 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
     
     


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