Search results
- 1.0411447 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Estimation in chance-constrained problem.
[Odhadování v úlohách s pravděpodobnostními omezeními.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gaudeamus, 2005 - (Skalská, H.), s. 134-139. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GD402/03/H057; GA ČR GA402/04/1294; GA ČR GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : chance-constrained problem * estimation * economic applications
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131528 - 2.0411446 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Chovanec, Petr
New criteria for stochastic DEA.
[Nová kriteria pro stochastiku DEA.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gaudeamus, 2005 - (Skalská, H.), s. 164-170. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GD402/03/H057; GA ČR GA402/04/1294; GA ČR GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : technical efficiency * stochastic DEA * stochastic programming
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131527 - 3.0411421 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Forecasting in continuous double auction.
[Predpovídání ve dvojité aukci se spojitým časem.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Kralové: Gaudeamus, 2005 - (Skalská, H.), s. 358-363. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057
Grant - others:GA UK(CZ) 454/2004/AEK/FSV
Institutional research plan: CEZ:AV0Z10750506
Keywords : limit order markets * continuous double auction * price and volume
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0131503 - 4.0411411 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
On stability of stochastic programming problems with linear recourse.
[Stabilita úloh stochastického programování s lineární kompenzací.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gaudeamus, 2005 - (Skalská, H.), s. 188-195. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programming problems with linear recourse * stability * Lipschitz function
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131493 - 5.0411410 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
Bayes analysis of time series with covariates.
[Bayesovská analýza časových řad s kovariátami.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gaudeamus, 2005 - (Skalská, H.), s. 421-426. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bayes analysis * time series * unemployment data
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131492 - 6.0411326 - 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 - 7.0411321 - 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 - 8.0306648 - ÚTIA 2008 RIV DE eng C - Conference Paper (international conference)
Sladký, Karel - Montes-de-Oca, R.
Risk-Sensitive Average Optimality in Markov Decision Chains.
[Optimalita v průměru s ohledem na riziko v markovských rozhodovacích procesech.]
Operations Research Proceedings 2007. Berlin: Springer, 2008 - (Kalcsics, J.; Nickel, S.), s. 69-74. ISBN 978-3-540-77902-5.
[Annual International Conference of the German Operations Research Society (GOR). Saarbruecken (DE), 05.09.2007-07.09.2007]
R&D Projects: GA ČR GA402/05/0115; GA ČR GA402/04/1294
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov decision chain * risk-sensitive optimality * asymptotical behaviour
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0159615 - 9.0106341 - UTIA-B 20040153 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
Clustering of random series of events.
[Shluková analýza pro náhodné procesy událostí.]
Proceedings of the 22nd International Conference Mathematical Methods in Econometrics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 349-356. 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
Institutional research plan: CEZ:AV0Z1075907
Keywords : cluster analysis * Poisson process * analysis of unemployment
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0013523 - 10.0106340 - UTIA-B 20040152 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin
Distribution of price in thin market with random arrival of agents.
[Rozdělení ceny na nelikvidních trzích s náhodným příchodem agentů.]
Proceedings of the 22nd International Conference Mathematical Methods in Economics 2004. Brno: Masaryk University, 2004 - (Bauer, L.), s. 311-316. 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
Institutional research plan: CEZ:AV0Z1075907
Keywords : thin market * market price * normal approximation
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0013522