On precision of stochastic optimization based on estimates from censored data

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F14%3A00429210" target="_blank" >RIV/67985556:_____/14:00429210 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14736/kyb-2014-3-0297" target="_blank" >http://dx.doi.org/10.14736/kyb-2014-3-0297</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2014-3-0297" target="_blank" >10.14736/kyb-2014-3-0297</a>

Result language
angličtina
Original language name
On precision of stochastic optimization based on estimates from censored data
Original language description
In the framework of a stochastic optimization problem, it is assumed that the stochastic characteristics of optimized system are estimated from randomly right?censored data. Such a case is frequently encountered in time-to-event or lifetime studies. Theanalysis of precision of such a solution is based on corresponding theoretical properties of estimated stochastic characteristics. The main concern is to show consistency of optimal solution even in the random censoring case. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
<a href="/en/project/GA13-14445S" target="_blank" >GA13-14445S: New Trends in Stochastic Economic Models under Uncertainty</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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