Search results
- 1.0507392 - ÚTIA 2020 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
A Note on Optimal Value of Loans.
34th International Conference Mathematical Methods in Economics. Liberec: Technical University of Liberec, 2016 - (Kocourek, A.; Vavroušek, M.), s. 371-376. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : Loan * debtor * installments * multistage stochastic programming
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/kankova-0507392.pdf
Permanent Link: http://hdl.handle.net/11104/0298680 - 2.0463231 - ÚTIA 2017 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Transient and Average Markov Reward Chains with Applications to Finance.
Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 773-778. ISBN 978-80-7494-296-9.
[MME 2016. International Conference Mathematical Methods in Economics /34./. Liberec (CZ), 06.09.2016-09.09.2016]
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : dynamic programming * transient and average Markov reward chains * reward-variance optimality * optimality in financial models
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/E/sladky-0463231.pdf
Permanent Link: http://hdl.handle.net/11104/0263954 - 3.0454493 - ÚTIA 2016 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Scenario Generation via L-1 Norm.
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015. Plzeň: University of West Bohemia, Plzeň, 2015, s. 331-336. ISBN 978-80-261-0539-8.
[Mathematical Methods in Economics 2015 /33./. Cheb (CZ), 09.09.2015-11.09.2015]
R&D Projects: GA ČR GA13-14445S; GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : One-stage stochastic programming problems * multistage stochastic problems * L_1 norm * Wasserstein metric
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2015/E/kankova-0454493.pdf
Permanent Link: http://hdl.handle.net/11104/0255276 - 4.0448938 - ÚTIA 2016 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Second Order Optimality in Transient and Discounted Markov Decision Chains.
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015. Plzeň: University of West Bohemia, Plzeň, 2015, s. 731-736. ISBN 978-80-261-0539-8.
[Mathematical Methods in Economics 2015 /33./. Cheb (CZ), 09.09.2015-11.09.2015]
R&D Projects: GA ČR GA13-14445S; GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : dynamic programming * discounted and transient Markov reward chains * reward-variance optimality
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2015/E/sladky-0448938.pdf
Permanent Link: http://hdl.handle.net/11104/0250633