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 - 3.0411443 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel - Sitař, Milan
Mean variance optimality in Markov decision chains.
[Optimalita prumerne variance v markovskych rozhodovacich procesech.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gadeamus, 2005 - (Skalská, H.), s. 350-357. 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 GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov reward processes * expectation and variance of cumulative rewards
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131524 - 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 - 5.0306710 - ÚTIA 2008 RIV DE eng C - Conference Paper (international conference)
Kaňková, Vlasta
Multistage Stochastic Programs via Stochastic Parametric Optimization.
[Vícestupňové stochastické programování a stochastické parametrické programování.]
Operations Research Proceedings 2007. Berlin: Springer, 2008 - (Kalcsics, J.; Nickel, S.), s. 63-68. 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(CZ) GA402/06/1417; GA ČR GA402/05/0115; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multistage stochastic programs * Stochastic parametric optimization * autoregrsesive sequences * individual probability constraints
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0159668 - 6.0306648 - 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 - 7.0083352 - ÚTIA 2008 RIV DE eng C - Conference Paper (international conference)
Kaňková, Vlasta
Multistage Stochastic Programming Problems; Stability and Approximation.
[Úlohy vícestupňového stochastického programování; stabilita a aproximace.]
Operations Research Proceedings 2006. Berlin: Springer, 2007 - (Waldmann, K.; Stocker, U.), s. 595-600. ISBN 978-3-540-69994-1.
[Annual International Conference of the German Operations Research Society (GOR). Karlsruhe (DE), 06.09.2006-08.09.2006]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115; GA ČR(CZ) GA402/06/1417
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multistage Sstochastic programming problems * individal probability constraints * autoregressive (generally) nonlinear sequence
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0146617 - 8.0083349 - ÚTIA 2008 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Stochastic Programming Problems with Recourse via Multiobjective Optimization Ptoblems.
[Úlohy stochastického programování s kompenzací a vícekriteriální optimizační úlohy.]
Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry. Košice: Univerzita P. J. Šafárika v Košicích, 2007 - (Cechlárová, K.; Halická, M.; Borbelová, V.; Lacko, V.), s. 68-78. ISBN 978-80-89089-58-1.
[International Scientific Conference on Mathematical Methods in Economics and Industry /15./. Herĺany (SK), 03.06.2007-07.06.2007]
R&D Projects: GA ČR GA402/05/0115; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming problems with recourse
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0146616 - 9.0083287 - ÚTIA 2008 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Perturbations and Error Bounds in Discounted Markov Reward Models.
[Perturbace a odhady chyb v markovských procesech s ohodnoceními.]
Proceedings 15th International Scientific Conference on Mathematical Method in Economics and Industry. Košice: Univerzita P.J. Šafárika v Košicích, 2007 - (Cechlárová, K.; Halická, M.; Borbelová, V.; Lacko, V.), s. 158-165. ISBN 978-80-89089-58-1.
[International Scientific Conference on Mathematical Methods in Economics and Industry /15./. Herĺany (SK), 03.06.2007-07.06.2007]
R&D Projects: GA ČR GA402/05/0115; GA ČR(CZ) GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Discrete-time Markov and Markov reward chains * perturbation theory * updating formulas
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0146572 - 10.0083285 - ÚTIA 2008 RIV DE eng C - Conference Paper (international conference)
Sladký, Karel
Risk-Sensitive Optimality Criteria in Markov Decision Processes.
[Kritéria optimality zohledňující riziko v markovských rozhodovacích procesech.]
Operations Research Proceedings 2006. Berlin: Springer, 2007 - (Waldmann, K.; Stocker, U.), s. 555-561. ISBN 978-3-540-69994-1.
[Annual International Conference of the German Operations Research Society (GOR). Karlsruhe (DE), 06.09.2006-08.09.2006]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov decision proceses * risk-sensitive optimality
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0146571