0387175 20240103201940.320130207235959.9 On precision of optimization in the case of incomplete information 15 s. cav_un_epca*02930251212-074XBulletin of the Czech Econometric Society1930 (2012)170-184 stochastic optimization censored data Fisher information product-limit estimator cav_un_auth*0101227 Volf Petr Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2013/SI/volf-on precision of optimization in the case of incomplete information.pdf GAP402/10/0956 GA ČR cav_un_auth*0263482 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 random censoring 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. 2013 BB RVO:67985556 http://hdl.handle.net/11104/0217950 2012 cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 19 č. 30 2012 170 184