Bibliografie
GA402/05/0115
- Stochastic Growth Models with No Discounting , Acta Oeconomica Pragensia vol.15, 4 (2007), p. 88-98 [2007]:
- On the Total Reward Variance for Continuous-Time Markov Reward Chains , Journal of Applied Probability vol.43, 4 (2006), p. 1044-1052 [2006]:
- Empirical analysis of persistence and dependence patterns among the capital markets , Prague Economic Papers vol.15, 3 (2006), p. 231-243 [2006]:
- Depandent samples in empirical estimation of stochastic programming problems , Austrian Journal of Statistics vol.35, p. 271-279 [2006]:
- Monotonicity and comparsion results for nonnegative dynamic system. Part II: Continuous-time case , Kybernetika vol.42, 1 (2006), p. 161-180 [2006]:
- Monotonicity and comparsion results for nonnegative dynamic system. Part I: Discrete-time case , Kybernetika vol.42, 1 (2006), p. 37-56 [2006]:
- Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky , Politická ekonomie vol.54, 3 (2006), p. 339-350 [2006]:
- On mean reward variance in semi-Markov processes , Mathematical Methods of Operations Research vol.62, 3 (2005), p. 387-397 [2005]:
- Problem of Two Managers via Stochastic Programming Problems with Linear Recourse , Výpočtová ekonomie: sborník 3.semináře, p. 15-24 , Eds: Lukáš Ladislav, Výpočtová ekonomie: 3. seminář, (Plůzeň, CZ, 21-12-2006) [2008] Download:
- The Ramsey Growth Model: Extensions and Algorithmic Solution , Výpočtová ekonomie: sborník 3.semináře, p. 79-88 , Eds: Lukáš Ladislav, Výpočtová ekonomie: 3. seminář, (Plůzeň, CZ, 21-12-2006) [2008] Download:
- Multistage Stochastic Programs via Stochastic Parametric Optimization , Operations Research Proceedings 2007, p. 63-68 , Eds: Kalcsics Joerg, Nickel Stefan, Annual International Conference of the German Operations Research Society (GOR), (Saarbruecken, DE, 05.09.2007-07.09.2007) [2008]:
- Risk-Sensitive Average Optimality in Markov Decision Chains , Operations Research Proceedings 2007, p. 69-74 , Eds: Kalcsics Joerg, Nickel Stefan, Annual International Conference of the German Operations Research Society (GOR), (Saarbruecken, DE, 05.09.2007-07.09.2007) [2008]:
- Empirical Estimates via Stability in Stochastic Programming, ÚTIA AV ČR, (Praha 2007) Research Report 2192 [2007]:
- Multistage Stochastic Programming Problems; Stability and Approximation , Operations Research Proceedings 2006, p. 595-600 , Eds: Waldmann Karl-Heinz, Stocker Ulrike M., Annual International Conference of the German Operations Research Society (GOR), (Karlsruhe, DE, 06.09.2006-08.09.2006) [2007]:
- Stochastic Programming Problems with Recourse via Multiobjective Optimization Ptoblems , Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry, p. 68-78 , Eds: Cechlárová Kataeina, Halická Margaréta, Borbelová Viera, Lacko Vladimír, International Scientific Conference on Mathematical Methods in Economics and Industry /15./, (Herĺany, SK, 03.06.2007-07.06.2007) [2007]:
- Perturbations and Error Bounds in Discounted Markov Reward Models , Proceedings 15th International Scientific Conference on Mathematical Method in Economics and Industry, p. 158-165 , Eds: Cechlárová Katarína, Halická Margaréta, Borbelová Viera, Lacko Vladimír, International Scientific Conference on Mathematical Methods in Economics and Industry /15./, (Herĺany, SK, 03.06.2007-07.06.2007) [2007]:
- Risk-Sensitive Optimality Criteria in Markov Decision Processes , Operations Research Proceedings 2006, p. 555-561 , Eds: Waldmann Karl-Heinz, Stocker Ulrike M., Annual International Conference of the German Operations Research Society (GOR), (Karlsruhe, DE, 06.09.2006-08.09.2006) [2007]:
- Some Remarks on Risk-Sensitive Optimality Criteria in Markov Decision Processes , Proceedings of the International Conference of Quantitative Methods in Economics. Multiple Criteria Decision MakingXIII, p. 165-173 , Eds: Pekár J., Lukáčik M., Quantitative Methods in Economics. Multiple Criteria Decision Making XIII, (Bratislava, SK, 06.12.2006-08.12.2006) [2006]:
- Comparison of approximations in stochastic and robust optimization programs , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 418-426 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]:
- Stochastic Programming programs with Linear Recourse; Application to Problems of Two Managers , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 283-288 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]:
- Approximations in Stochastic Growth Models , Proceedings of the 24th International Conference Mathematical Methods in Economics 2006, p. 465-470 , Eds: Lukáš L., Mathematical Methods in Economics 2006, (Plzeň, CZ, 13.09.2006-15.09.2006) [2006]:
- Approximations of stochastic and robust optimization programs , Prague Stochastics 2006, p. 418-425 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]:
- Necessary and sufficient optimality conditions in multichain semi-Markov decision processes , Prague Stochastics 2006, p. 633-643 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]:
- Algorithmic procedures for mean variance optimality in Markov decision chains , Operation Research Proceedings 2005, p. 799-804 , Eds: Haasis H. D., Kopfer H., Schonberger J., Operations Research 2006, (Bremen, DE, 06.09.2005-08.09.2005) [2006]:
- Decomposition in multistage stochastic programs with individual probability constrains , Operation Research Proceedings 2005, p. 793-798 , Eds: Haasis H. D., Kopfer H., Schonberger J., Operations Research 2006, (Bremen, DE, 06.09.2005-08.09.2005) [2006]:
- Empirical processes in stochastic programming , Prague Stochastics 2006, p. 426-436 , Eds: Hušková M., Janžura M., Prague Stochastics 2006, (Prague, CZ, 21.08.2006-25.08.2006) [2006]:
- Estimation in chance-constrained problem , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 134-139 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]:
- New criteria for stochastic DEA , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 164-170 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]:
- Mean variance optimality in Markov decision chains , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 350-357 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]:
- On stability of stochastic programming problems with linear recourse , Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 188-195 , Eds: Skalská H., Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005) [2005]:
- Production, Capital Stock and Price Dynamics in a Simple Model of Closed Economy, UK FSV - IES, (Praha 2005) Research Report 93 [2005]: