Search results
- 1.0348202 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 96-106. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics (Multiple Criteria Decision Making). Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/10/1610; GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Optimization problems with a random element * One stage stochastic programming problems * Multistage stochastic programming problems * Linear and nonlinear functionals * Risk measures
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/E/kankova-nonlinear functionals in stochastic programming a note on stability and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0188791 - 2.0348153 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Sladký, Karel
Markov decision chains in discrete- and continuous-time; a unified approach.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 207-219. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics, Multiple Criteria Decision Making XV. Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/0956; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : discrete-time and continuous-time Markov decision chains * discounted and averaging optimality * connections between discounted and averaging models * uniformization
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/sladky-markov decision chains in discrete- and continuous-time; a unified approach.pdf
Permanent Link: http://hdl.handle.net/11104/0188756 - 3.0333145 - ÚTIA 2010 RIV MX eng C - Conference Paper (international conference)
Sladký, Karel
Solving Growth Rates and Average Optimality in Risk-Sensitive Markov Decision Chains.
[Výpočet míry růstu and optimality v průměru v markovských rozhodovacích řetězcích za rizika.]
Proceedings of 1st International Conference on Applied Mathematics. Almoloya de Juárey, Edo de México: Universidad Politécnica del Valle de Toluca, 2009 - (Díaz Nunez, J.; Carmona, R.; Leal, J.; Ramos, C.; Rodríguez, M.; ére González, L.; Castillo Rubi, M.), s. 27-60
[1st International Conference on Applied Mathematics. Almoloya, Edo. de México (MX), 04.11.2009-06.11.2009]
R&D Projects: GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : risk-sensitive Markov decision chains * growth rate * average optimality
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/E/sladky-solving growth rates and average optimality in risk-sensitive markov decision chains.pdf
Permanent Link: http://hdl.handle.net/11104/0178208 - 4.0329682 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
A Remark on Empirical Estimates via Economic Problems.
[Poznámka k empirickým odhadům v ekonomických úlohách.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 169-173. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA MŠMT(CZ) LC06075
Institutional research plan: CEZ:AV0Z10750506
Keywords : Economic problems * Stochastic optimization * Stochastic estimates * Rate convergence * Exponential tails * Pareto tails
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/E/kankova-a remark on empirical estimates via economic problems.pdf
Permanent Link: http://hdl.handle.net/11104/0175650 - 5.0329457 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Sladký, Karel
Ramsey Growth Model Under Uncertainty.
[Ramseův růstový model za neurčitosti.]
Proceedings of 27th International Conference Mathematical Methods in Economics 2009. Prague: Czech University of Life Sciences Prague, 2009 - (Brožová, H.), s. 296-300. ISBN 978-80-213-1963-9.
[27th International Conference Mathematical Methods in Economics 2009. Kostelec nad Černými lesy (CZ), 09.09.2009-11.09.2009]
R&D Projects: GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Economic dynamics * Ramsey growth model * Markov decision processes
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2009/E/sladky-ramsey growth model under uncertainty.pdf
Permanent Link: http://hdl.handle.net/11104/0175488 - 6.0326549 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
Kaňková, Vlasta
Stochastic Programming Problems with Recourse via Empirical Estimates.
[Empirické odhady v úlohách stochastického programování s kompenzací.]
Operations Research Proceedings 2008. Berlin: Springer, 2009 - (Fleischmann, B.; Borgwardt, K.; Klein, R.; Tuma, A.), s. 1-6. ISBN 978-3-642-00141-3.
[Operations Research 2008. Augsburg (DE), 03.09.2008-05.09.2008]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming * Problems with recourse * Empirical estimates * Stability * Wasserstein metric
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2009/E/kankova-stochastic programming problems with recourse via empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0173622 - 7.0326474 - ÚTIA 2010 RIV DE eng C - Conference Paper (international conference)
Sladký, Karel
Constrained Risk-Sensitive Markov Decision Chains.
[Markovské rozhodovací procesy s omezeními za rizika.]
Operations Research Proceedings 2008. Berlin: Springer, 2009 - (Fleischmann, B.; Borgwardt, K.; Klein, R.; Tuma, A.), s. 363-368. ISBN 978-3-642-00141-3.
[Operations Research 2008. Augsburg (DE), 03.09.2008-05.09.2008]
R&D Projects: GA ČR(CZ) GA402/08/0107; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Markov decision chains * exponential utility functions * constraints
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0173570 - 8.0314083 - ÚTIA 2009 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Multiobjective Stochastic Programming via Multistage Problem.
[Vícekriteriální úlohy stochastického programování a vícesrupňové úlohy.]
Proceedings of 26th International Conference Mathematical Methods in Economics 2008. Liberec: Technical University of Liberec, 2008 - (Řehořová, P.; Maršíková, K.), s. 250-256. ISBN 978-80-7372-387-3.
[International Conference Mathematical Methods in Economics 2008 /26./. Liberec (CZ), 17.09.2008-19.09.2008]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : Multistage stochastic programming problems * multiobjective stochastic programming * e cient points
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/E/kankova-multiobjective%20stochastic%20programming%20%20via%20multistage%20problem.pdf
Permanent Link: http://hdl.handle.net/11104/0164708 - 9.0314080 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
A Remark on Nonlinear Functionals and Empirical Estimates.
[Nelineární funkcionály a empirické odhady.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 124-133. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics, Multiple Criteria Decision Making XIV. High Tatras (SK), 05.06.2008-07.06.2008]
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/08/0107; GA ČR(CZ) GA402/06/0990
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic optimization problems * nonlinear functionals * empirical estimates
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2008/E/kankova-a remark on nonlinear functionals and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0164707 - 10.0311434 - ÚTIA 2009 RIV SK eng C - Conference Paper (international conference)
Baruník, Jozef - Vošvrda, Miloslav
Application of Cusp Catastrophe Theory to U.S. Stock Market Crashes.
[Aplikace teorie katastrof typu CUSP na krachy kapitálového trhu v USA.]
Quantitative Methods in Economics: Multiple Criteria Decision making XIV. Bratislava: University of Economics in Bratislava, 2008 - (Reiff, S.), s. 19-27. ISBN 978-80-8078-217-7.
[Quantitative Methods in Economics: Multiplie Criteria Decision Making XIV. Tatranská Lomnica (SK), 05.07.2008-07.07.2008]
R&D Projects: GA ČR(CZ) GA402/06/0990; GA ČR(CZ) GA402/08/0107
Grant - others:MŚMT(CZ) LC06075
Program: LC
Institutional research plan: CEZ:AV0Z10750506
Keywords : cusp catastrophe * bifurcation, * singularity * stock market crash * nonlinear dynamics
Subject RIV: AH - Economics
Permanent Link: http://hdl.handle.net/11104/0163050