On problem of optimization under incomplete information
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F12%3A00380981" target="_blank" >RIV/67985556:_____/12:00380981 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On problem of optimization under incomplete information
Original language description
The paper studies consequences of incomplete information to uncertainty of results of stochastic optimization. Stochastic characteristics of optimized system are evaluated from observed data, moreover, the data may be incomplete. Namely, we consider therandom censoring of observations frequently encountered in time-to-event (of lifetime) studies. The analysis of uncertainty will be based both on theoretical properties of estimated stochastic characteristics and on simulated examples.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP402%2F10%2F0956" target="_blank" >GAP402/10/0956: Stochastic Economic Models under Uncertainty: Development over Time and Optimization</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 30th International Conference Mathematical Methods in Economics
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
968-973
Publisher name
Silesian University in Opava, School of Business Administration in Karviná
Place of publication
Karviná
Event location
Karviná
Event date
Sep 11, 2012
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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