Search results

  1. 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
    Subject RIV: BB - Applied Statistics, Operational Research
    OBOR OECD: Applied Economics, Econometrics
    http://library.utia.cas.cz/separaty/2020/E/kankova-0536237.pdf
    Permanent Link: http://hdl.handle.net/11104/0314174
     
  2. 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/11104/0188892
    FileDownloadSizeCommentaryVersionAccess
    0348335.pdf2138 KBPublisher’s postprintopen-access
     
  3. 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 - jiné veřejné zdroje
    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/11104/0160407
    FileDownloadSizeCommentaryVersionAccess
    0307732.pdf0138 KBPublisher’s postprintopen-access
     
  4. 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