Search results
- 1.0502907 - ÚTIA 2019 RIV CZ eng J - Journal Article
Kaňková, Vlasta - Omelchenko, Vadym
Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric.
Kybernetika. Roč. 54, č. 6 (2018), s. 1231-1246. ISSN 0023-5954.
[19th Joint Czech -German-Slovak Conference on Mathematical Methods in Economy and Industry (MMEI). Jindřichův Hradec, 04.06.2018-06.06.2018]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * Second order stochastic dominance constraints * Wasserstein metric * Stability * Relaxation * Scenario generation * Empirical estimates * Light-and heavy tailed distributions * Crossing
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2019/E/kankova-0502907.pdf
Permanent Link: http://hdl.handle.net/11104/0295272 - 2.0454495 - ÚTIA 2016 RIV SK eng J - Journal Article
Omelchenko, Vadym - Kaňková, Vlasta
Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints.
Acta Mathematica Universitas Comenianae. Roč. 84, č. 2 (2015), s. 267-281. ISSN 0862-9544
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
Permanent Link: http://hdl.handle.net/11104/0255277 - 3.0454493 - 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 - 4.0447994 - ÚTIA 2016 RIV CZ eng J - Journal Article
Kaňková, Vlasta - Houda, Michal
Thin and heavy tails in stochastic programming.
Kybernetika. Roč. 51, č. 3 (2015), s. 433-456. ISSN 0023-5954
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.628, year: 2015
http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf
Permanent Link: http://hdl.handle.net/11104/0250230 - 5.0411411 - ÚTIA 2010 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
On stability of stochastic programming problems with linear recourse.
[Stabilita úloh stochastického programování s lineární kompenzací.]
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005. Hradec Králové: Gaudeamus, 2005 - (Skalská, H.), s. 188-195. ISBN 978-80-7041-535-1.
[Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic programming problems with linear recourse * stability * Lipschitz function
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131493 - 6.0411346 - UTIA-B 20050076 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Economic processes and empirical data.
[Ekonomické procesy a empirická data.]
Plzeň: Západočeská univerzita, 2004. In: Výpočtová ekonomie. - (Lukáš, L.), s. 55-72
[Výpočtová ekonomie. Plzeň (CZ), 18.11.2004]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/02/1015; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming problems * one-stage problems * multistage problems
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131428 - 7.0411132 - UTIA-B 20030119 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Stochastic optimization problems and dependent data.
Prague: Czech University of Agriculture, 2003. ISBN 80-213-1046-4. In: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003. - (Houška, M.), s. 154-159
[MME 2003. Prague (CZ), 10.09.2003-12.09.2003]
R&D Projects: GA ČR GA402/01/0034; GA ČR GA402/01/0539; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z1075907
Keywords : one and two-stage stochastic programs * multistage stochastic programming problems * empirical estimates
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131219 - 8.0410933 - UTIA-B 20020147 CZ eng V - Research Report
Kaňková, Vlasta - Houda, M.
A Note on Quantitative Stability and Empirical Estimates in Stochastic Programming.
Praha: ÚTIA AV ČR, 2002. 14 s. Research Report, 2054.
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/02/1015
Grant - others:Deutsche Foshugsgemeinschaft(DE) 436TSE113/40
Institutional research plan: CEZ:AV0Z1075907
Keywords : stochastic programming problems * stability * statistical estimates
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0131020 - 9.0359099 - 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 - 10.0348202 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 96-106. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics (Multiple Criteria Decision Making). Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/10/1610; GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Optimization problems with a random element * One stage stochastic programming problems * Multistage stochastic programming problems * Linear and nonlinear functionals * Risk measures
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/E/kankova-nonlinear functionals in stochastic programming a note on stability and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0188791