Search results
- 1.0346165 - ÚTIA 2011 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Empirical Estimates in Stochastic Optimization via Distribution Tails.
Kybernetika. Roč. 46, č. 3 (2010), s. 459-471. ISSN 0023-5954.
[International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠMT(CZ) LC06075
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming problems * Stability * Wasserstein metric * L_1 norm * Lipschitz property * Empirical estimates * Convergence rate * Exponential tails * Heavy tails * Pareto distribution * Risk functional * Empirical quantiles
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
Permanent Link: http://hdl.handle.net/11104/0187260File Download Size Commentary Version Access 0346165.pdf 1 171.9 KB Publisher’s postprint open-access - 2.0346161 - ÚTIA 2011 RIV CZ eng J - Journal Article
Sladký, Karel
Identification of Optimal Policies in Markov Decision Processes.
Kybernetika. 46 2010, č. 3 (2010), s. 558-570. ISSN 0023-5954.
[International Conference on Mathematical Methods in Economy and Industry. České Budějovice, 15.06.2009-18.06.2009]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : finite state Markov decision processes * discounted and average costs * elimination of suboptimal policies
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.461, year: 2010
http://library.utia.cas.cz/separaty/2010/E/sladky-identification of optimal policies in markov decision processes.pdf
Permanent Link: http://hdl.handle.net/11104/0187257File Download Size Commentary Version Access 0346161.pdf 1 153 KB Publisher’s postprint open-access - 3.0309471 - ÚTIA 2009 RIV CZ eng J - Journal Article
Sladký, Karel
Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains.
[Míry růstu a optimality v průměru v rizikových markovských rozhodovacích řetězcích.]
Kybernetika. Roč. 44, č. 2 (2008), s. 205-226. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : risk-sensitive Markov decision chains * average optimal policies * optimal growth rates
Subject RIV: BC - Control Systems Theory
Impact factor: 0.281, year: 2008
Permanent Link: http://hdl.handle.net/11104/0161594File Download Size Commentary Version Access 0309471.pdf 0 905.2 KB Publisher’s postprint open-access