Search results

  1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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
     
     

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