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On precision of optimization in the case of 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%3A00387175" target="_blank" >RIV/67985556:_____/12:00387175 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    On precision of optimization in the case of incomplete information

  • Original language description

    The impact of incomplete information to precision of results of stochastic optimization is studied. It is assumed that the stochastic characteristics of optimized system are evaluated from the data which can be incomplete, namely, we consider the randomcensoring frequently encountered in time-to-event or lifetime studies. The analysis of uncertainty of solution is based both on theoretical properties of estimated stochastic characteristics and on simulated examples.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

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

  • Name of the periodical

    Bulletin of the Czech Econometric Society

  • ISSN

    1212-074X

  • e-ISSN

  • Volume of the periodical

    19

  • Issue of the periodical within the volume

    30

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    15

  • Pages from-to

    170-184

  • UT code for WoS article

  • EID of the result in the Scopus database