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Bibliografie

Conference Paper (international conference)

On problem of optimization under incomplete information

Volf Petr

: Proceedings of 30th International Conference Mathematical Methods in Economics, p. 968-973 , Eds: Ramík Jaroslav, Stavárek Daniel

: 30th International Conference Mathematical Methods in Economics 2012, (Karviná, CZ, 11.09.2012-13.09.2012)

: GAP402/10/0956, GA ČR

: optimization, censored data, Fisher information, product-limit estimate

: http://library.utia.cas.cz/separaty/2012/SI/volf-on problem of optimization under incomplete information.pdf

(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.

: BB

07.01.2019 - 08:39