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Determination of projects and companies value with possibility of dynamic multinomial flexibility on the real switch option basis
There is in the paper application of the real options with sequential decisions described on the Bellman optimality principle basis. Principles of valuation, risk-neutral probability approach, switch options, multinomial flexibility...
AH - Ekonomie
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
Controlling of pension fund investment by using Bellman´s optimality principle
This paper analyzes the financial risk in a contribution defined pension fund in the Czech Republic. The Bellmans optimality principle is used to derive the best allocation of a pension fund asset in the two-asset world. The pri...
BC - Teorie a systémy řízení
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
Controlling of pension fund investment by using Bellmans optimality principle
This paper analyzes the financial risk in a contribution defined pension fund in the Czech Republic. The Bellmans optimality principle is used to derive the best allocation of a pension fund asset in the two-asset world. The pri...
BC - Teorie a systémy řízení
- 2004 •
- C
Rok uplatnění
C - Kapitola v odborné knize
Controlling of pension fund investment by using Bellman´s optimality principle
This paper analyzes the financial risk in a contribution defined pension fund in the Czech republic. The Bellmans optimality principle is used to derive the best allocation of a pension fund asset in the two-asset world. The pri...
BC - Teorie a systémy řízení
- 2003 •
- D
Rok uplatnění
D - Stať ve sborníku
A New Approach to Estimating the Bellman Function
The paper concerns an approximate dynamic programming. It deals with a class of tasks, where the optimal strategy on a shorter horizon is close to the global optimal strategy. This property leads to a new, specific, design ...
IN - Informatika
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
A New Approach to Estimating the Bellman Function
The paper concerns an approximate dynamic programming. It deals with a class of tasks, where the optimal strategy on a shorter horizon is close to the global optimal strategy. This property leads to a new, specific, design ...
BD - Teorie informace
- 2009 •
- D
Rok uplatnění
D - Stať ve sborníku
Use of Dynamic Programming in Technology of Renewal of Transport Construction
For optimal successine supply of component for assembling some transport structure (e.g. viaduct) a method based on dynamic programming is proposed......
JO - Pozemní dopravní systémy a zařízení
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Using of Dynamic Programming in Problems of Transport
The use of Bellman optimality principle is shnown on three problems, that can arise in management and control of transport processes......
JO - Pozemní dopravní systémy a zařízení
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Optimal control of linear dynamical systems with a quadratic criterion
We study linear dynamical systems with a quadratic criterion. We prove that the minimum of a criterion functional depends ounly on the initial value of the optimal control....
BA - Obecná matematika
- 2007 •
- D
Rok uplatnění
D - Stať ve sborníku
Equation for the optimal trajectory of linear dynamic systems with a quadratic criterion
A linear dynamical system described by ordinary differential equations with a quadratic criterion functional depends only on the initial value of the optimal control. A second order linear boundary value problem for the optimal<...
BA - Obecná matematika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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