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- 1.0359099 - 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 - 2.0346165 - 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