Analysis of Impact of Covariates Entering Stochastic Optimization Problem

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F22%3A00561011" target="_blank" >RIV/67985556:_____/22:00561011 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Analysis of Impact of Covariates Entering Stochastic Optimization Problem
Original language description
In the contribution we study consequences of imperfect information to precision of stochastic optimization solution. In particular, it is assumed that the characteristics of optimization problem are influenced by a set of covariates. This dependence is described via a regression model. Hence, the uncertainty is then caused by statistical estimation of regression parameters. The contribution will analyze several regression model cases, together with their application. Precision of results will be explored, both theoretically as well as with the aid of simulations.
Czech name
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Czech description
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Project
<a href="/en/project/GA18-02739S" target="_blank" >GA18-02739S: Stochastic Optimization in Economic Processes</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedingsof the 40th International Conference Mathematical Methods in Economics 2022
ISBN
978-80-88064-62-6
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
398-404
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 7, 2022
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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