Search results
- 1.0359099 - ÚTIA 2012 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization: Special cases.
Výpočtová ekonomie, sborník 4.semináře. Plzeň: Západočeská univerzita v Plzni, 2010 - (Lukáš, L.), s. 9-19. ISBN 978-80-7043-773-5.
[Výpočtová ekonomie, 4. seminář. Plzeň (CZ), 18.12.2008]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programming problems * L_1 norm * Lipschitz property * empirical estimates * convergence rate * exponential tails * heavy tails * Pareto distribution * risk functional
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/E/kankova-empirical estimates in stochastic optimization special cases.pdf
Permanent Link: http://hdl.handle.net/11104/0196952 - 2.0359065 - ÚTIA 2012 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Ramsey Growth Model in Discrete and Continuous-Time Setting.
Výpočtová ekonomie, sborník 4.semináře. Plzeň: Západočeská univerzita v Plzni, 2010 - (Lukáš, L.), s. 95-105. ISBN 978-80-7043-773-5.
[Výpočtová ekonomie, 4.seminář. Plzeň (CZ), 18.12.2008]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : economic dynamics * Ramsey growth model * discrete and continuous time
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2011/E/sladky-ramsey growth model in discrete and continuous-time setting.pdf
Permanent Link: http://hdl.handle.net/11104/0196932 - 3.0317883 - ÚTIA 2009 CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Problem of Two Managers via Stochastic Programming Problems with Linear Recourse.
[Problém dvou manažérů a problematika úloh stochastického programování s lineární kompenzací.]
Výpočtová ekonomie: sborník 3.semináře. Plzeň: Západočeská univerzita v Plzni, 2008 - (Lukáš, L.), s. 15-24. ISBN 978-80-7043-596-0.
[Výpočtová ekonomie: 3. seminář. Plůzeň (CZ), 21-12-2006]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR GA402/05/0115; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming problems with linear recourse * stability * empirical estimates * Lipschitz function * strongly convex function * multiobjective optimization problem * efficient points
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/E/kankova-problem of two managers via stochastic programming problems with linear recourse.pdf
Permanent Link: http://hdl.handle.net/11104/0167410 - 4.0313928 - ÚTIA 2009 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel - Sitař, Milan
Risk Sensitive and Mean Variance Optimality in Markov Decision Processes.
[Optimalita za rizika a typu střední hodnota - rozptyl v markovskýách rozhodovacích procesech.]
Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 452-461. ISBN 978-80-7372-387-3.
[Mathematical Methods in Economics 2008. Liberec (CZ), 17.09.2008-19.09.2008]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov decision chains * exponential utility functions * certainty equivalent * expectation and variance of cumulative rewards * mean variance optimality * asymptotic behaviour
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2008/E/sladky-risk%20sensitive%20and%20mean%20variance%20optimality%20in%20markov%20decision%20processes.pdf
Permanent Link: http://hdl.handle.net/11104/0164603