Search results
- 1.0437979 - ÚTIA 2015 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
A note on the use of copulas in chance-constrained programming.
Proceedings of 32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, 2014 - (Talašová, J.; Stoklasa, J.; Talášek, T.), s. 327-332. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : chance-constrained optimization * Archimedean copulas * convexity * second-order cone programming
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/houda-0437979.pdf
Permanent Link: http://hdl.handle.net/11104/0242980 - 2.0411447 - 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 - 3.0382158 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Convexity in stochastic programming model with indicators of ecological stability.
Proceedings of 30th International Conference Mathematical Methods in Economics. Karviná: Silesian University in Opava, School of Business Administration in Karviná, 2012 - (Ramík, J.; Stavárek, D.), s. 314-319. ISBN 978-80-7248-779-0.
[30th International Conference Mathematical Methods in Economics 2012. Karviná (CZ), 11.09.2012-13.09.2012]
R&D Projects: GA ČR GAP402/10/0956
Institutional support: RVO:67985556
Keywords : stochastic programming * convexity * value-at-risk models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2012/E/houda-convexity in stochastic programming model with indicators of ecological stability.pdf
Permanent Link: http://hdl.handle.net/11104/0212459 - 4.0369422 - ÚTIA 2013 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Using indicators of ecological stability in stochastic programming.
Mathematical Methods in Economics 2011. Prague: Proffesional publishing, 2011, s. 279-283. ISBN 978-80-7431-058-4.
[Mathematical Methods in Economics 2011. Jánska Dolina (SK), 06.09.2011-09.09.2011]
R&D Projects: GA ČR GAP402/10/0956
Institutional research plan: CEZ:AV0Z10750506
Keywords : EIA process * indicator of ecological stability * stochastic programming * value-at-risk model
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0203488 - 5.0106274 - UTIA-B 20040086 RIV SK eng C - Conference Paper (international conference)
Houda, Michal
Wasserstein metrics and empirical distributions in stability of stochastic programs.
[Wassersteinova metrika a empirická rozdělení ve stabilitě úloh stochastického programování.]
Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII). Bratislava: University of Economics, 2004 - (Lukáčik, M.), s. 71-77. 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 ČR GA402/01/0539
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming * probability distribution * Wasserstein metrics
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0013456 - 6.0041434 - ÚTIA 2007 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Comparison of approximations in stochastic and robust optimization programs.
[Porovnání aproximací v úlohách stochastické a robustní optimalizace.]
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006. Plzeň: University of West Bohemia in Pilsen, 2006 - (Lukáš, L.), s. 418-426. ISBN 978-80-7043-480-2.
[Mathematical Methods in Economics 2006. Plzeň (CZ), 13.09.2006-15.09.2006]
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 programming * robust programming * approximations * sampling method
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0134903 - 7.0040973 - ÚTIA 2007 RIV CZ eng C - Conference Paper (international conference)
Houda, Michal
Approximations of stochastic and robust optimization programs.
[Aproximace stochastických a robustních optimalizačních úloh.]
Prague Stochastics 2006. Praha: MATFYZPRESS, 2006 - (Hušková, M.; Janžura, M.), s. 418-425. ISBN 80-86732-75-4.
[Prague Stochastics 2006. Prague (CZ), 21.08.2006-25.08.2006]
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 programming * robust programming * approximations * sampling method
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0134575 - 8.0040865 - ÚTIA 2007 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta - Houda, Michal
Empirical processes in stochastic programming.
[Empirické procesy ve stochastickém programování.]
Prague Stochastics 2006. Praha: MATFYZPRESS, 2006 - (Hušková, M.; Janžura, M.), s. 426-436. ISBN 80-86732-75-4.
[Prague Stochastics 2006. Prague (CZ), 21.08.2006-25.08.2006]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115; GA ČR GD402/03/H057
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programmnig * stability * empirical estimates * Wasserestein metric * Kolmogorov metric
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0134492