Institute of Information Theory and Automation

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Projects

Dept.: E Duration: 2011 - 2013
The aim of the proposed grant project is to amplify results obtained in the previous projects (especially project 402/05/0115 evaluated as excellent, and the current project 402/08/0107). Attention will be primarily focused on various approaches for description of the system dynamics, long decision horizons in multistage stochastic programming problems and their connections with dynamic...
Dept.: E Duration: 2008 - 2010
The aim of the project is a detailed investigation of nonstandard optimality criteria in non-deterministic multistage decision economic models, i.e. attention is focused primarily on dynamical models based on stochastic dynamic programming and multistage stochastic programming methods with optimality criteria taking into account also variability-risk features of the problem and/or additional...
Dept.: E Duration: 2005 - 2007
The aim of the proposed grant project is the validation of decision models of dynamical economic and financial systems under uncertainty. For handling such tasks probabilistic approaches primarily based on multistage stochastic programming and stochasticdynamic programming are very often employed. As concerns model specification, the research will be primarily focused on various aspects on the...
Dept.: E Duration: 2002 - 2006
Monetary and price dynamics is very often described by systems of differential equations. These systems describe commodity market, money market and the equilibrium production sector usually from Keynesian, Walrasian and Classical point of view. In traditional macroeconomic dynamics the formulation of the models takes in care only basic mathematical features of the model and not the correspondence...