Search results
- 1.0583619 - ÚTIA 2024 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Ambiguity in Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure via Wasserstein Metric.
Proceedings of the 41st International Conference on Mathematical Methods in Econometrics. Praha: The Czech Society of Operations Research, 2023 - (Sekničková, J.; Holý, V.), s. 192-197. ISBN 978-80-11-04132-8. ISSN 2788-3965.
[MME 2023: Mathematical Methods in Economics /41./. Prague (CZ), 13.09.2023-15.09.2023]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Stochastic optimization problems * static problems * empirical measure * point estimates * interval estimates * nonlinear dependence
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2023/E/kankova-0583619.pdf
Permanent Link: https://hdl.handle.net/11104/0351623 - 2.0566099 - ÚTIA 2023 RIV HR eng J - Journal Article
Volf, Petr
On impact of statistical estimates on precision of stochastic optimization.
Croatian Operational Research Review. Roč. 13, č. 2 (2022), s. 227-237. ISSN 1848-0225. E-ISSN 1848-9931
Institutional support: RVO:67985556
Keywords : stochastic optimization * regression model * statistical estimation * optimal maintenance
OECD category: Statistics and probability
Impact factor: 0.7, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/SI/volf-0566099.pdf https://hrcak.srce.hr/287939
Permanent Link: https://hdl.handle.net/11104/0337923 - 3.0561011 - ÚTIA 2023 RIV CZ eng K - Conference Paper (Czech conference)
Volf, Petr
Analysis of Impact of Covariates Entering Stochastic Optimization Problem.
Proceedingsof the 40th International Conference Mathematical Methods in Economics 2022. Jihlava: College of Polytechnics Jihlava, 2022 - (Vojáčková, H.), s. 398-404. ISBN 978-80-88064-62-6.
[International Conference Mathematical Methods in Economics 2022 /40./. Jihlava (CZ), 07.09.2022-09.09.2022]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : stochastic optimization * regression model * statistical estimation
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2022/SI/volf-0561011.pdf
Permanent Link: https://hdl.handle.net/11104/0333905 - 4.0536237 - 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 - 5.0518579 - ÚTIA 2020 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Mean-Risk Optimization Problem via Scalarization, Stochastic Dominance, Empirical Estimates.
Conference Proceedings. 37th International Conference on Mathematical Methods in Economics 2019. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economics, 2019 - (Houda, M.; Remeš, R.), s. 350-355. ISBN 978-80-7394-760-6.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Two-objective stochastic optimization problems * scalarization * stochastic dominance * empirical estimates
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/E/kankova-0518579.pdf
Permanent Link: http://hdl.handle.net/11104/0303981 - 6.0509816 - ÚTIA 2020 RIV SI eng C - Conference Paper (international conference)
Volf, Petr
Optimization of costs of preventive maintenance.
Proceedings of the 15th International Symposium on Operational Research in Slovenia (SOR'19). Ljubljana: Slovenian Society Informatika – Section for Operational Research, 2019 - (Zadnik Stirn, L.), s. 435-440. ISBN 978-961-6165-55-6.
[International Symposium on Operational Research in Slovenia 2019 (SOR'19) /15./. Bled (SI), 25.09.2019-27.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : reliability * degradation model * maintenance * stochastic optimization
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/SI/volf-0509816.pdf
Permanent Link: http://hdl.handle.net/11104/0300876 - 7.0504647 - ÚI 2020 US eng J - Journal Article
Růžička, Pavel
Learning Neural Networks with Respect to Tolerances to Weight Errors.
IEEE Transaction on Circuits and Systems. Roč. 40, č. 5 (1993), s. 331-342. ISSN 1057-7122
Keywords : tolerances * weight errors * neural network learning * synaptic weights * formal neurons * cumulative loss function * mathematical formalism * stochastic optimization * stochastic constraints * three-layer feedforward network
Impact factor: 1.378, year: 1993
Method of publishing: Limited access
Permanent Link: http://hdl.handle.net/11104/0296224 - 8.0456860 - ÚTIA 2017 RIV AT eng J - Journal Article
Volf, Petr
Measuring Information Loss in Managerial Decision.
Academic Journal of Management Science Research. Roč. 1, č. 1 (2016), s. 26-32. ISSN 2414-6498
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : stochastic optimization * Gini index * newsvendor problem * information loss
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2016/SI/volf-0456860.pdf
Permanent Link: http://hdl.handle.net/11104/0258404 - 9.0423826 - ÚTIA 2014 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Risk Measures in Optimization Problems via Empirical Estimates.
Acta Universitatis Carolinae. Oeconomica. Roč. 7, č. 3 (2013), s. 162-177. ISSN 0323-066X
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/11/0150; GA ČR GAP402/10/1610
Institutional support: RVO:67985556
Keywords : static stochastic optimization problems * risk measures * empirical distribution function
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2013/E/kankova-0423826.pdf
Permanent Link: http://hdl.handle.net/11104/0229886 - 10.0395723 - ÚTIA 2014 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
On quantile optimization problem with censored data.
Proceedings of the 31st International Conference Mathematical Methods in Economics 2013. Jihlava: College of Polytechnics Jihlava, 2013 - (Vojáčková, H.), s. 1004-1009. 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
Institutional support: RVO:67985556
Keywords : stochastic optimization * quantile * censored data
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2013/SI/volf-on quantile optimization problem with censored data.pdf
Permanent Link: http://hdl.handle.net/11104/0223790