Search results

  1. 1.
    0411326 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
    Sladký, Karel - van Dijk, N. M.
    Total reward variance in discrete and continuous time Markov chains.
    [Rozptyl celkoveho vynosu v markovskych procesech s diskretnim a spojitym casovym parametrem.]
    3-540-24274-0. In: Operations Research Proceedings 2004. Berlin: Springer, 2005 - (Fleuren, H.; den Hertog, D.; Kort, P.), s. 319-326. ISBN 978-3-540-27679-1.
    [Operations Research 2004. Tilburg (NL), 01.09.2004-03.09.2004]
    R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/04/1294
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : Markov reward processes with finite state space * expectation and variance of cumulative rewards
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0131408
     
     
  2. 2.
    0411321 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
    Kaňková, Vlasta
    A note on the relationship between strongly convex functions and multiobjective stochastic programming problems.
    [Striktně (strongly) konvexní funkce a úlohy vícekriteriálního stochastického programování.]
    Berlin: Springer, 2005. ISBN 3-540-24274-0. In: Operations Research Proceedings 2004. Berlin: Springer, 2005 - (Fleuren, H.; Hertog, D.; Kort, P.), s. 305-312. ISBN 978-3-540-27679-1.
    [Operations Research 2004. Tilburg (NL), 01.09.2004-03.09.2004]
    R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/02/1015
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : multiobjective stochastic programming * (properly) efficient points * strongly convex functions
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0003521
     
     
  3. 3.
    0411038 - UTIA-B 20030025 RIV DE eng C - Conference Paper (international conference)
    Kaňková, Vlasta - Houda, M.
    A note on quantitative stability and empirical estimates in stochastic programming.
    Berlin: Springer, 2003. ISBN 3-540-00387-8. In: Operations Research Proceedings 2002. - (Leopold-Wildburger, U.; Rendl, F.; Wascher, G.), s. 413-418
    [Operations Research 2002. Klagenfurt (AT), 02.09.2002-05.09.2002]
    R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015
    Grant - others:Deutsche Foshugsgemeinschaft(DE) 436TSE113/40
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : stochastic programming * stability and empirical estimates * Kolmogorov and Wasserstein metric
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0131125
     
     
  4. 4.
    0410994 - UTIA-B 20020208 RIV SK eng C - Conference Paper (international conference)
    Sitař, Milan - Sladký, Karel
    Calculating the variance in Markov reward chains with a small interest rate.
    Nitra: Slovak Agricultural University, 2002. ISBN 80-8069-114-2. In: Quantitative Methods in Economics. (Multiple Criteria Decision Making 11). - (Magáthová, V.), s. 230-236
    [Quantitative Methods in Economics /11./. Nitra (SK), 05.12.2002-06.12.2002]
    R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/01/0539
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : Markov reward processes * reward variance * small interest rate
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0131081
     
     
  5. 5.
    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
     
     
  6. 6.
    0410872 - UTIA-B 20020086 RIV CZ eng C - Conference Paper (international conference)
    Sladký, Karel - Sitař, Milan
    Some remarks on the variance in Markov chains with rewards.
    Ostrava: Technical University, 2002. ISBN 80-248-0153-1. In: Proceedings of the 20th International Conference Mathematical Methods in Economics 2002. - (Ramík, J.), s. 231-236
    [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 : Markov reward chains * asymptotic behaviour * mean variance penalization
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0130959
     
     
  7. 7.
    0106336 - UTIA-B 20040148 RIV CZ eng C - Conference Paper (international conference)
    Kodera, Jan - Sladký, Karel - Vošvrda, Miloslav
    Dynamics of an extended Kaldor model with rational expectation of capital efficiency and adaptive expectation of inflation.
    [Dynamika rozšířeného Kaldorova modelu s racionálním očekáváním výkonnosti kapitálu a adaptivním očekáváním inflace.]
    Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 158-163. ISBN 80-210-3496-3.
    [Mathematical Methods in Economics 2004 /22./. Brno (CZ), 15.09.2004-17.09.2004]
    R&D Projects: GA ČR GA402/02/1015; GA AV ČR IAA7075202
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : macroeconomic models * rational expectation * capital efficiency
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0013518
     
     
  8. 8.
    0106335 - UTIA-B 20040147 RIV CZ eng C - Conference Paper (international conference)
    Sladký, Karel
    Some remarks on the variance in Markov reward processes.
    [Poznámky k rozptylu celkového výnosu u markovských procesů s ohodnoceními.]
    Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 292-297. ISBN 80-210-3496-3.
    [Mathematical Methods in Economics 2004 /22./. Brno (CZ), 15.09.2004-17.09.2004]
    R&D Projects: GA ČR GA402/02/1015; GA ČR GA402/04/1294
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : Markov reward processes with finite state space * expectation and variance of cumulative rewards
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0013517
     
     
  9. 9.
    0106334 - UTIA-B 20040146 RIV CZ eng C - Conference Paper (international conference)
    Kaňková, Vlasta
    A note on multiobjective stochastic programming problems and strongly convex functions.
    [Poznámka k úlohám vícekriteriální stochastické optimalizace a silně (strongly) konvexním funkcím.]
    Proceedings of the 22nd International Conference on Mathematical Methods in Economics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 152-157. ISBN 80-210-3496-3.
    [Mathematical Methods in Economics 2004 /22./. Brno (CZ), 15.09.2004-17.09.2004]
    R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/02/1015; GA AV ČR IAA7075202
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : multiobjective stochastic programming problems * (properly) efficient points set * stability and empirical estimates
    Subject RIV: BB - Applied Statistics, Operational Research
    Permanent Link: http://hdl.handle.net/11104/0013516
     
     
  10. 10.
    0106266 - UTIA-B 20040078 RIV SK eng C - Conference Paper (international conference)
    Kodera, Jan - Sladký, Karel - Vošvrda, Miloslav
    Dynamical macroeconomic models from the Keynesian, Walrasian and Classical point of view.
    [Dynamické makroekonomické modely z Keynesova, Walrasova a klasického pohledu.]
    Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII). Bratislava: University of Economics, 2004 - (Lukáčik, M.), s. 118-127. ISBN 80-8078-012-9.
    [Quantitative Methods in Economics. Multiple Criteria Decision Making /12./. Virt (SK), 02.06.2004-04.06.2004]
    R&D Projects: GA AV ČR IAA7075202; GA ČR GA402/02/1015
    Institutional research plan: CEZ:AV0Z1075907
    Keywords : macroeconomic models * Keynesian, Walrasian and Classical model * nonlinear differential equations
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0013448
     
     

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