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GA402/01/0539

  1. Kaňková Vlasta, Šmíd Martin :  On approximation in multistage stochastic programs: Markov dependence , Kybernetika vol.40, 5 (2004), p. 625-638 [2004]
  2. Volf Petr :  An application of nonparametric Cox regression model in reliability analysis: A case study , Kybernetika vol.40, 5 (2004), p. 639-648 [2004]
  3. Volf Petr :  Cox's regression model for dynamics of grouped unemployment data , Bulletin of the Czech Econometric Society vol.10, 19 (2003), p. 151-162 [2003]
  4. Kaňková Vlasta :  A remark on empirical estimates in multistage stochastic programming , Bulletin of the Czech Econometric Society vol.9, 17 (2002), p. 31-50 [2002]
  5. Vošvrda Miloslav, Vácha Lukáš :  Heterogeneous agent model and numerical analysis of learning , Bulletin of the Czech Econometric Society vol.9, 17 (2002), p. 15-22 [2002]
  6. Volf Petr :  O heterogenitě v modelech pro intenzity výskytu událostí , Informační bulletin České statistické společnosti vol.13, 2 (2002), p. 3-12 [2002]
  7. Kaňková Vlasta :  A remark on the analysis of multistage stochastic programs: Markov depedence , ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik vol.82, p. 781-793 [2002]
  8. Vošvrda Miloslav :  Bifurcation routes and economic stability , Bulletin of the Czech Econometric Society vol.8, 14 (2001), p. 43-59 [2001]

  1. Houda Michal :  Wasserstein metrics and empirical distributions in stability of stochastic programs , Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII), p. 71-77, Quantitative Methods in Economics. Multiple Criteria Decision Making /12./, (Virt, SK, 02.06.2004-04.06.2004) [2004]
  2. Sladký Karel, Sitař Milan :  On the set of optimal policies in variance penalized Markov decision chains , Operations Research Proceedings 2003, p. 395-402, OR 2003. International Conference on Operations Research, (Heidelberg, DE, 03.09.2003-05.09.2003) [2004]
  3. Volf Petr :  On random sums and compound process model in financial mathematics , Operations Research Proceedings 2003, p. 403-410, OR 2003. International Conference on Operations Research, (Heidelberg, DE, 03.09.2003-05.09.2003) [2004]
  4. Sladký Karel, Sitař M. :  Optimal solutions for undiscounted variance penalized Markov decision chains , Dynamic Stochastic Optimization, p. 43-66, IFIP/IIASA/GAMM Workshop on Dynamic Stochastic Optimization, (Laxenburg, AT, 11.03.2002-14.03.2002) [2004]
  5. Vošvrda Miloslav, Vácha Lukáš :  Heterogeneous agent models , Výpočtová ekonomie. Sborník semináře, p. 21-30 , Eds: Lukáš L., Západočeská univerzita, (Plzeň 2003) , Výpočtová ekonomie, (Plzeň, CZ, 22.11.2002) [2003]
  6. Šmíd Martin :  Notes on approximation of stochastic programming problem , Proceedings of the 21st International Conference Mathematical Methods in Economics 2003, p. 244-251 , Eds: Houška M., Czech University of Agriculture, (Prague 2003) , MME 2003, (Prague, CZ, 10.09.2003-12.09.2003) [2003]
  7. Volf Petr :  Application of Cox regression model to grouped unemployment data , Proceedings of the 7th International Symposium on Operational Research, p. 301-306 , Eds: Zadnik-Stirn L., Bastič M., Drobne S., Slovenian Society Informatika, (Ljublana 2003) , International Symposium on Operational Research /7./ SOR'03, (Podčetrtek, SI, 24.09.2003-26.09.2003) [2003]
  8. Kaňková Vlasta :  Stochastic optimization problems and dependent data , Proceedings of the 21th International Conference Mathematical Methods in Economics 2003, p. 154-159 , Eds: Houška M., Czech University of Agriculture, (Prague 2003) , MME 2003, (Prague, CZ, 10.09.2003-12.09.2003) [2003]
  9. Kaňková Vlasta, Šmíd Martin :  Decomposition, stability and empirical estimates in multistage stochastic programming. Abstract , Fifth GAMM-Workshop "Stochastische Modelle und Steuerung. Abstracts, p. 15, Brandenburgische Technische Universität, (Lutherstadt Wittenberg 2003) , GAMM-Workshop Stochastische Modelle und Steuerung /5./, (Lutherstadt Wittenberg, DE, 17.03.2003-21.03.2003) [2003]
  10. Kaňková Vlasta, Houda M. :  A note on quantitative stability and empirical estimates in stochastic programming , Operations Research Proceedings 2002, p. 413-418 , Eds: Leopold-Wildburger U., Rendl F., Wascher G., Springer, (Berlin 2003) , Operations Research 2002, (Klagenfurt, AT, 02.09.2002-05.09.2002) [2003]
  11. Vácha Lukáš, Vošvrda Miloslav :  Learning in heterogeneous agent model with the WOA , Proceedings of the 6th International Scientific Conference on Applications of Mathematics and Statistics in Economy, p. 199-204, Applications of Mathematics and Statistics in Economy /6./, (Banská Bystrica, SK, 04.09.2003-05.09.2003) [2003]
  12. Kaňková Vlasta :  A remark on multiobjective stochastic optimization problems: Stability and empirical eatimates , Operations Research Proceedings 2003, p. 379-386, OR 2003. International Conference on Operations Research, (Heidelberg, DE, 03.09.2003-05.09.2003) [2003]
  13. Volf Petr :  Modely 2D bodových procesů a jejich využití v analýze náhodných součtů , ROBUST'2000. Sborník prací dvanácté zimní školy JČMF, p. 333-342 , Eds: Antoch J., Dohnal G., Klaschka J., JČMF, (Praha 2002) , ROBUST'2002 /12./, (Hejnice, CZ, 21.01.2002-25.01.2002) [2002]
  14. Sitař Milan, Sladký Karel :  Calculating the variance in Markov reward chains with a small interest rate , Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), p. 230-236 , Eds: Magáthová V., Slovak Agricultural University, (Nitra 2002) , Quantitative Methods in Economics /11./, (Nitra, SK, 05.12.2002-06.12.2002) [2002]
  15. Kaňková Vlasta :  A remark on stability in multiobjective stochastic programming problems , Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), p. 124-130 , Eds: Magáthová V., Slovak Agricultural University, (Nitra 2002) , Quantitative Methods in Economics /11./, (Nitra, SK, 05.12.2002-06.12.2002) [2002]
  16. Kaňková Vlasta, Houda M. :  A Note on Quantitative Stability and Empirical Estimates in Stochastic Programming, ÚTIA AV ČR, (Praha 2002) Research Report 2054 [2002]
  17. Volf Petr :  Statistical Analysis of Cumulative Process and Its Application, ÚTIA AV ČR, (Praha 2002) Research Report 2058 [2002]
  18. Sitař Milan :  Algorithmic procedures for moment optimality in Markovian decision models , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 6 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002) [2002]
  19. Volf Petr :  Model and analysis of heterogeneity of random sums , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 265-271 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002) [2002]
  20. Sladký Karel, Sitař Milan :  Some remarks on the variance in Markov chains with rewards , Proceedings of the 20th International Conference Mathematical Methods in Economics 2002, p. 231-236 , Eds: Ramík J., Technical University, (Ostrava 2002) , Mathematical Methods in Economics 2002 /20./, (Ostrava, CZ, 03.09.2002-05.09.2002) [2002]
  21. Sladký Karel :  Minimum variance criterion in stochastic dynamic programming. Abstract , International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts, p. 28, UK Operational Research Society, (Edinburgh 2002) , IFORS 2002, (Edinburgh, GB, 08.07.2002-12.07.2002) [2002]
  22. Sladký Karel, Sitař Milan :  Algorithmic procedures for mean-variance optimality in Markov decision chains. Abstract , Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, p. 322 , Eds: Janžura M., Mikosch T., Institute of Information Theory and Automation, (Prague 2002) , EMS 2002, (Prague, CZ, 19.08.2002-23.08.2002) [2002]
  23. Kaňková Vlasta, Houda M. :  A Remark on quantitative stability and empirical estimates in stochastic optimization. Abstract , International Conference on Operations Research 2002. Abstracts, p. 96, Univerität Klagenfurt, (Klagenfurt 2002) , Operations Research 2002, (Klagenfurt, AT, 02.09.2002-05.09.2002) [2002]
  24. Kaňková Vlasta :  Multiobjective stochastic programming. Abstract , International Federation of Operational Research Societies 2002. IFORS 2002. Abstracts, p. 11, UK Operational Research Society, (Edinburgh 2002) , IFORS 2002, (Edinburgh, GB, 11.07.2002-12.07.2002) [2002]
  25. Kaňková Vlasta :  Empirical estimates in stochastic programming; the case of dependent data. Abstract , Mathematical Methods in Economy and Industry. Abstracts, p. 7, HumboldtUniversity Berlin, (Berlin 2002) , Joint Czech-German-Slovak Conference /12./, (Arnstadt, DE, 22.07.2002-26.07.2002) [2002]
  26. Kaňková Vlasta, Houda M. :  Quantitative stability and empirical estimates in stochastic programming. Abstract , Abstracts of the 24th European Meeting of Statisticians & 14th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, p. 233 , Eds: Janžura M., Mikosch T., Institute of Information Theory and Automation, (Prague 2002) , EMS 2002, (Prague, CZ, 19.08.2002-23.08.2002) [2002]
  27. Šmíd Martin :  Comparison of Discretization Error with Error in Monte Carlo Estimates, ÚTIA AV ČR, (Praha 2001) Research Report 2025 [2001]
  28. Kaňková Vlasta :  A Note on Multistage Stochastic Programs: Markov Dependence, ÚTIA AV ČR, (Praha 2001) Research Report 2020 [2001]
  29. Kaňková Vlasta :  Empirical Estimates in Multistage Stochastic Programming, ÚTIA AV ČR, (Praha 2001) Research Report 2021 [2001]
  30. Vácha Lukáš :  Bifurcations Routes and Spectral Analysis of Agents Behaviour, ÚTIA AV ČR, (Praha 2001) Research Report 2023 [2001]
  31. Vošvrda Miloslav :  Bifurcation routes and heterogenous formation , Nostradamus 2001. 4th International Conference on Prediction and Nonlinear Dynamics , Eds: Zelinka I., Tomas Bata University, (Zlín 2001) , Nostradamus 2001 /4./, (Zlín, CZ, 25.09.2001-26.09.2001) [2001]
  32. Vošvrda Miloslav :  Bifurcation routes in financial markets , Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 199-205 , Eds: Dlouhý M., VŠE, (Praha 2001) , International Conference Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001) [2001]
  33. Kaňková Vlasta :  Multiobjective stochastic programming and empirical data , Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 101-106 , Eds: Dlouhý M., VŠE, (Praha 2001) , International Conference Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001) [2001]
  34. Volf Petr :  On regression models of survival analysis and application to grouped unemployment data , Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 193-198 , Eds: Dlouhý M., VŠE, (Praha 2001) , International Conference Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001) [2001]
2019-01-07 08:39
Institute of Information Theory and Automation