Bibliography
Journal Article
On precision of optimization in the case of incomplete information
: Bulletin of the Czech Econometric Society vol.19, 30 (2012), p. 170-184
: GAP402/10/0956, GA ČR
: stochastic optimization, censored data, Fisher information, product-limit estimator
(eng): 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.
: BB