Search results
- 1.0536237 - 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 - 2.0348335 - ÚTIA 2011 RIV CZ eng J - Journal Article
Lachout, Petr
Approximative solutions of stochastic optimization problem.
Kybernetika. Roč. 46, č. 3 (2010), s. 513-523. ISSN 0023-5954
R&D Projects: GA ČR GA201/08/0539
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic optimization problem * sensitivity * approximative solution
Subject RIV: BA - General Mathematics
Impact factor: 0.461, year: 2010
http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf
Permanent Link: http://hdl.handle.net/11104/0188892File Download Size Commentary Version Access 0348335.pdf 2 138 KB Publisher’s postprint open-access - 3.0307732 - ÚTIA 2008 RIV CZ eng J - Journal Article
Lachout, Petr
Stability of stochastic optimization problem - nonmeasurable case.
[Stabilita úloh stochastické optimalizace - neměřitelný případ.]
Kybernetika. Roč. 44, č. 2 (2008), s. 259-276. ISSN 0023-5954
R&D Projects: GA ČR GA201/08/0539
Grant - others:GA ČR(CZ) GA201/05/2340
Institutional research plan: CEZ:AV0Z10750506
Source of funding: V - Other public resources
Keywords : Stochastic optimization problem * Sensitivity and stability * Measurability * Weak convergence of probability measures
Subject RIV: BA - General Mathematics
Impact factor: 0.281, year: 2008
Permanent Link: http://hdl.handle.net/11104/0160407File Download Size Commentary Version Access 0307732.pdf 0 138 KB Publisher’s postprint open-access - 4.0090244 - ÚTIA 2008 RIV SK eng C - Conference Paper (international conference)
Lachout, Petr
Stochastic optimization sensitivity without measurability.
[Stochastická optimizace citlivosti bez měřitelnosti.]
Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry. Košice: Univerzita P. J. Šafárika v Košicích, 2007 - (Cechlárová, K.; Halická, M.; Borbelová, V.; Lacko, V.), s. 131-136. ISBN 978-80-89089-58-1.
[International Scientific Conference on Mathematical Methods in Economics and Industry /15./. Herĺany (SK), 03.06.2007-07.06.2007]
Grant - others:GA ČR(CZ) GA201/05/2340
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic optimization problem * sensitivity * measurability * weak convergence of probability measures
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0151201