Search results
- 1.0454493 - 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 - 2.0450553 - ÚTIA 2017 RIV DE eng J - Journal Article
Kaňková, Vlasta
A remark on multiobjective stochastic optimization via strongly convex functions.
Central European Journal of Operations Research. Roč. 24, č. 2 (2016), s. 309-333. ISSN 1435-246X. E-ISSN 1613-9178
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : Stochasticmultiobjective optimization problem * Efficient solution * Wasserstein metric and L_1 norm * Stability and empirical estimates
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.659, year: 2016
http://library.utia.cas.cz/separaty/2015/E/kankova-0450553.pdf
Permanent Link: http://hdl.handle.net/11104/0252048 - 3.0393354 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Economic and Financial Problems via Multiobjective Stochastic Optimization.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.). ISBN 978-80-87035-76-4.
[MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./. Jihlava (CZ), 11.09.2013-13.09.2013]
R&D Projects: GA ČR GA13-14445S; GA ČR GAP402/11/0150
Institutional support: RVO:67985556
Keywords : stochastic multiobjective optimization problems * efficient solution * Wasserstein metric * L_1 norm * empirical estimates * Lipschitz property
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/E/kankova-economic and financial problems via multiobjective stochastic optimization.pdf
Permanent Link: http://hdl.handle.net/11104/0223780 - 4.0359099 - 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 - 5.0346165 - 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