Search results
- 1.0561011 - ÚTIA 2023 RIV CZ eng K - Conference Paper (Czech conference)
Volf, Petr
Analysis of Impact of Covariates Entering Stochastic Optimization Problem.
Proceedingsof the 40th International Conference Mathematical Methods in Economics 2022. Jihlava: College of Polytechnics Jihlava, 2022 - (Vojáčková, H.), s. 398-404. ISBN 978-80-88064-62-6.
[International Conference Mathematical Methods in Economics 2022 /40./. Jihlava (CZ), 07.09.2022-09.09.2022]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : stochastic optimization * regression model * statistical estimation
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2022/SI/volf-0561011.pdf
Permanent Link: https://hdl.handle.net/11104/0333905 - 2.0537227 - ÚTIA 2021 RIV CZ eng K - Conference Paper (Czech conference)
Houda, Michal
Use of the BCC and Range Directional DEA Models within an Efficiency Evaluation.
Proceedings of the 38th International Conference on Mathematical Methods in Economics. Brno: Faculty of Business Economics, Mendel University, 2020 - (Kapounek, S.; Vránová, H.), s. 180-185. ISBN 978-80-7509-734-7.
[INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./. Brno (CZ), 09.09.2020-11.09.2020]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Data Envelopment Analysis * BCC Model * Range Directional Model
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2021/E/houda-0537227.pdf
Permanent Link: http://hdl.handle.net/11104/0315004 - 3.0536246 - ÚTIA 2021 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Risk-Sensitivity and Average Optimality in Markov and Semi-Markov Reward Processes.
Proceedings of the 38th International Conference on Mathematical Methods in Economics. Brno: Faculty of Business Economics, Mendel University, 2020 - (Kapounek, S.; Vránová, H.), s. 537-543. ISBN 978-80-7509-734-7.
[INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./. Brno (CZ), 09.09.2020-11.09.2020]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Markov and semi-Markov reward processes * exponential utility function * risk sensitivity
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2020/E/sladky-0536246.pdf
Permanent Link: http://hdl.handle.net/11104/0314173 - 4.0536237 - ÚTIA 2021 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
A Note on Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure.
Proceedings of the 38th International Conference on Mathematical Methods in Economics. Brno: Faculty of Business Economics, Mendel University, 2020 - (Kapounek, S.; Vránová, H.), s. 247-252. ISBN 978-80-7509-734-7.
[INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./. Brno (CZ), 09.09.2020-11.09.2020]
R&D Projects: GA ČR GA18-02739S
Research Infrastructure: Reactors LVR-15 and LR-0 II - 90120
Institutional support: RVO:67985556
Keywords : Stochastic optimization problem * Nonlinear dependence * Empirical estimates * Static problems
OECD category: Applied Economics, Econometrics
http://library.utia.cas.cz/separaty/2020/E/kankova-0536237.pdf
Permanent Link: http://hdl.handle.net/11104/0314174 - 5.0518579 - ÚTIA 2020 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Mean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates.
Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economics, 2019 - (Houda, M.; Remeš, R.), s. 350-355. ISBN 978-80-7394-760-6.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Two-objective stochastic optimization problems * scalarization * stochastic dominance * empirical estimates
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/kankova-0518579.pdf
Permanent Link: http://hdl.handle.net/11104/0303981 - 6.0517875 - ÚTIA 2020 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Second Order Optimality in Markov and Semi-Markov Decision Processes.
Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economics, 2019 - (Houda, M.; Remeš, R.), s. 338-343. ISBN 978-80-7394-760-6.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : semi-Markov processes with rewards * discrete and continuous-time Markov reward chains * risk-sensitive optimality * average reward and variance over time
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/sladky-0517875.pdf
Permanent Link: http://hdl.handle.net/11104/0303159 - 7.0493605 - ÚTIA 2019 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Multi-Objective Optimization Problems with Random Elements - Survey of Approaches.
36th International Conference Mathematical Methods in Economics. Praha: MatfyzPress, 2018 - (Váchová, L.; Kratochvíl, V.), s. 198-203. ISBN 978-80-7378-371-6.
[36th International Conference Mathematical Methods in Economics. Jindřichův Hradec (CZ), 12.09.2018-14.09.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : multi-objective optimization problems * random element * mean-risk model * deterministic approach * stochastic multi-objective problems * constraints set * relaxation
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2018/E/kankova-0493605.pdf
Permanent Link: http://hdl.handle.net/11104/0286981 - 8.0493556 - ÚTIA 2019 RIV CZ eng K - Conference Paper (Czech conference)
Sladký, Karel
Risk-sensitive and Mean Variance Optimality in Continuous-time Markov Decision Chains.
36th International Conference Mathematical Methods in Economics. Praha: MatfyzPress, 2018 - (Váchová, L.; Kratochvíl, V.), s. 497-512. ISBN 978-80-7378-371-6.
[36th International Conference Mathematical Methods in Economics. Jindřichův Hradec (CZ), 12.09.2018-14.09.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : continuous-time Markov decision chains * exponential utility functions * certainty equivalent * mean-variance optimality * connections between risk-sensitive and risk-neutral optimality
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2018/E/sladky-0493556.pdf
Permanent Link: http://hdl.handle.net/11104/0286979 - 9.0493451 - ÚTIA 2019 RIV CZ eng K - Conference Paper (Czech conference)
Volf, Petr
Problem of competing risks with covariates: Application to an unemployment study.
36th International Conference Mathematical Methods in Economics. Praha: MatfyzPress, 2018 - (Váchová, L.; Kratochvíl, V.), s. 624-629. ISBN 978-80-7378-371-6.
[36th International Conference Mathematical Methods in Economics. Jindřichův Hradec (CZ), 12.09.2018-14.09.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : statistical analysis * competing risks * unemployment study
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2018/SI/volf-0493451.pdf
Permanent Link: http://hdl.handle.net/11104/0286985