| bibtype |
K -
Conference Paper (Czech conference)
|
| ARLID |
0561011 |
| utime |
20230316105507.1 |
| mtime |
20220912235959.9 |
| title
(primary) (eng) |
Analysis of Impact of Covariates Entering Stochastic Optimization Problem |
| specification |
| page_count |
8 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0561010 |
| ISBN |
978-80-88064-62-6 |
| title
|
Proceedingsof the 40th International Conference Mathematical Methods in Economics 2022 |
| page_num |
398-404 |
| publisher |
| place |
Jihlava |
| name |
College of Polytechnics Jihlava |
| year |
2022 |
|
| editor |
| name1 |
Vojáčková |
| name2 |
Hana |
|
|
| keyword |
stochastic optimization |
| keyword |
regression model |
| keyword |
statistical estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| 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 |
| full_dept |
Department of Stochastic Informatics |
| share |
100 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA18-02739S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0363963 |
|
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0436095 |
| name |
International Conference Mathematical Methods in Economics 2022 /40./ |
| dates |
20220907 |
| place |
Jihlava |
| country |
CZ |
| mrcbC20-s |
20220909 |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2023 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0333905 |
| confidential |
S |
| arlyear |
2022 |
| mrcbU02 |
K |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
WOS |
| mrcbU63 |
cav_un_epca*0561010 Proceedingsof the 40th International Conference Mathematical Methods in Economics 2022 College of Polytechnics Jihlava 2022 Jihlava 398 404 978-80-88064-62-6 |
| mrcbU67 |
Vojáčková Hana 340 |
|