| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0380981 |
| utime |
20240103201240.0 |
| mtime |
20121101235959.9 |
| WOS |
000316715900166 |
| title
(primary) (eng) |
On problem of optimization under incomplete information |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0380980 |
| ISBN |
978-80-7248-779-0 |
| title
|
Proceedings of 30th International Conference Mathematical Methods in Economics |
| page_num |
968-973 |
| publisher |
| place |
Karviná |
| name |
Silesian University in Opava, School of Business Administration in Karviná |
| year |
2012 |
|
| editor |
| name1 |
Ramík |
| name2 |
Jaroslav |
|
| editor |
| name1 |
Stavárek |
| name2 |
Daniel |
|
|
| keyword |
optimization |
| keyword |
censored data |
| keyword |
Fisher information |
| keyword |
product-limit estimate |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| abstract
(eng) |
The paper studies consequences of incomplete information to uncertainty of results of stochastic optimization. Stochastic characteristics of optimized system are evaluated from observed data, moreover, the data may be incomplete. Namely, we consider the random censoring of observations frequently encountered in time-to-event (of lifetime) studies. The analysis of uncertainty will be based both on theoretical properties of estimated stochastic characteristics and on simulated examples. |
| action |
| ARLID |
cav_un_auth*0283511 |
| name |
30th International Conference Mathematical Methods in Economics 2012 |
| place |
Karviná |
| dates |
11.09.2012-13.09.2012 |
| country |
CZ |
|
| reportyear |
2013 |
| RIV |
BB |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0211560 |
| arlyear |
2012 |
| mrcbU34 |
000316715900166 WOS |
| mrcbU63 |
cav_un_epca*0380980 Proceedings of 30th International Conference Mathematical Methods in Economics 978-80-7248-779-0 968 973 Karviná Silesian University in Opava, School of Business Administration in Karviná 2012 |
| mrcbU67 |
Ramík Jaroslav 340 |
| mrcbU67 |
Stavárek Daniel 340 |
|