| bibtype |
J -
Journal Article
|
| ARLID |
0498944 |
| utime |
20240903170640.8 |
| mtime |
20190102235959.9 |
| SCOPUS |
85064212406 |
| WOS |
000457070200005 |
| DOI |
10.14736/kyb-2018-6-1156 |
| title
(primary) (eng) |
On quantile optimization problem based on information from censored data |
| specification |
| page_count |
11 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
54 |
| volume |
6 (2018) |
| page_num |
1156-1166 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
optimization |
| keyword |
censored data |
| keyword |
empirical quantile |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| full_dept |
Department of Stochastic Informatics |
| share |
100 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0363963 |
| project_id |
GA18-02739S |
| agency |
GA ČR |
|
| abstract
(eng) |
Stochastic optimization problem is, as a rule, formulated in terms of expected cost function. However, the criterion considered in the present contribution uses selected quantiles. Moreover, it is assumed that the stochastic characteristics of optimized system are estimated from the data, in a non-parametric setting, and that the data\nmay be randomly right-censored. Therefore, certain theoretical results concerning estimators of distribution function and quantiles under censoring are recalled and then utilized to prove consistency of solution based on estimates. Behavior of solutions for fi nite data sizes is studied with the aid of randomly generated example of a newsvendor problem. |
| result_subspec |
WOS |
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2019 |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0291525 |
| confidential |
S |
| mrcbC86 |
3+4 Article|Proceedings Paper Computer Science Cybernetics |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
| mrcbT16-j |
0.174 |
| mrcbT16-s |
0.268 |
| mrcbT16-B |
15.991 |
| mrcbT16-D |
Q4 |
| mrcbT16-E |
Q3 |
| arlyear |
2018 |
| mrcbU14 |
85064212406 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000457070200005 WOS |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 54 č. 6 2018 1156 1166 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|