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Convexity in chance constraints programming
Olos, Marek ; Kopa, Miloš (advisor) ; Adam, Lukáš (referee)
1 Abstract: This thesis deals with chance constrained stochastic programming problems. We consider several chance constrained models and we focus on their convexity property. The thesis presents the theory of α-concave functions and measures as a basic tool for proving the convexity of the problems. We use the results of the theory to prove the convexity of the models first for the continu- ous distributions, then for the discrete distributions of the random vectors. We characterize a large class of the continuous distributions, that satisfy the suffi- cient conditions for the convexity of the given models and we present solving algorithms for these models. We present sufficient conditions for the convexity of the problems with dicrete distributions, too. We also deal with the algorithms for solving non-convex problems and briefly discuss the difficulties that can occur when using these methods.
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Convexity in chance constraints programming
Olos, Marek ; Kopa, Miloš (advisor) ; Adam, Lukáš (referee)
This thesis deals with chance constrained stochastic programming pro- blems. The first chapter is an introduction. We formulate several stochastic pro- gramming problems in the second chapter. In chapter 3 we present the theory of α-concave functions and measures as a basic tool for proving convexity of the problems formulated in chapter 2 for the continuous distributions of the random vectors. We use the results of the theory to characterize a large class of the conti- nuous distributions, that satisfy the sufficient conditions for the convexity and to prove convexity of concrete sets. In chapter 4 we present sufficient conditions for the convexity of the problems and we briefly discuss the method of the p-level ef- ficient points. In chapter 5 we solve a portfolio selection problem using Kataoka's model. 1
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Optimization problems with chance constraints
Drobný, Miloslav ; Adam, Lukáš (advisor) ; Lachout, Petr (referee)
Autor se v diplomové práci zabývá optimalizačními úlohami s pravděpodob- nostními omezeními. Konkrétně pak situacemi, kdy není známo pravděpo- dobnostní rozdělení přítomného náhodného efektu. K řešení těchto problém· lze přistoupit metodami optimistických a pesimistických scénář·, kdy z dané rodiny možných pravděpodobnostních rozdělení vybíráme bu¤ nejpříznivější možnou variantu, nebo naopak tu nejméně výhodnou. Optimalizační úlohy s pravděpodobnostními omezeními formulovanými pomocí výše zmíněných přístup· byly za učinění jistých předpoklad· transformovány do jednoduš- ších a řešitelných optimalizačních úloh. Dosažené výsledky byly aplikovány na reálná data z oblastí optimalizace portfolia a zpracování obrazu. 1
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Masaryk's concept of humanity
Adam, Lukáš ; Němec, Václav (advisor) ; Jirsa, Jakub (referee)
This Bachelor Thesis of Masaryk's concept of humanity examines the central topics of the philosophy of T. G. Masaryk in which humanity has a key position. The aim of this work is to interpret the importance of humanity in individual topics, but also the whole of Masaryk's philosophy. This analysis begins with the question of the classification of Masaryk as a thinker and describing the general nature of his texts. The two chapters that follow create the main part of this work. The first chapter is devoted to Masaryk's conception of religion upon which his humanity is based. One of the subchapters is devoted to Masaryk's specific concept of personal belief and the second to Masaryk's modern person. This second subchapter aims to clarify the essence of Masaryk's criticism of modern times and helps explain the meaning of the religious foundation of Masaryk's philosophy. Following this is a chapter on the practical aspects of Masaryk's concept of humanity, which shows how Masaryk intends to apply this humanity into life of individuals and society. This is further followed by a subchapter on humanity within the concept of a nation and state establishment. This part is concluded by a subchapter dedicated to Masaryk's concept of democracy, which essentially acts as a closure of Masaryk's application of humanity...
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Marketingová komunikace internetového obchodu s florbalovým vybavením
Adam, Lukáš
This thesis deals with the basic evaluation of the marketing mix. Namely product, price and place. The promotion is devoted to a separate chapter. Further, the thesis deals with the definition of the target group. In the work are also used analyzes of the environment, competition and SWOT. The main emphasis is focused on the marketing communication analysis, which is subsequently evaluated and possible changes are proposed in this area. The aim of this work is to recommend to Florbal.com new marketing communication or to identify changes that should be done in the area of promotion.
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Optimization problems with chance constraints
Drobný, Miloslav ; Adam, Lukáš (advisor) ; Lachout, Petr (referee)
Autor se v diplomové práci zabývá optimalizačními úlohami s pravděpodob- nostními omezeními. Konkrétně pak situacemi, kdy není známo pravděpo- dobnostní rozdělení přítomného náhodného efektu. K řešení těchto problém· lze přistoupit metodami optimistických a pesimistických scénář·, kdy z dané rodiny možných pravděpodobnostních rozdělení vybíráme bu¤ nejpříznivější možnou variantu, nebo naopak tu nejméně výhodnou. Optimalizační úlohy s pravděpodobnostními omezeními formulovanými pomocí výše zmíněných přístup· byly za učinění jistých předpoklad· transformovány do jednoduš- ších a řešitelných optimalizačních úloh. Dosažené výsledky byly aplikovány na reálná data z oblastí optimalizace portfolia a zpracování obrazu. 1
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Hierarchical Problems with Evolutionary Equilibrium Constraints
Adam, Lukáš ; Outrata, Jiří (advisor) ; Lachout, Petr (referee) ; Hoheisel, Tim (referee)
Title: Hierarchical Problems with Evolutionary Equilibrium Constraints Author: Lukáš Adam Supervisor: Prof. Jiří Outrata Abstract: In the presented thesis, we are interested in hierarchical models with evolutionary equilibrium constraints. Such models arise naturally when a time-dependent problem is to be controlled or if parameters in such a model are to be identified. We intend to discretize the problem and solve it on the basis of the so-called implicit programming approach. This technique requires knowledge of a generalized derivative of the solution mapping which assigns the state variable to the control variable/parameter. The computation of this generalized derivative amounts equivalently to the computation of (limiting) normal cone to the graph of the solution mapping. In the first part we summarize known techniques for computation of the normal cone to the set which can be represented as a finite union of convex polyhedra. Then we propose a new approach based on the so-called normally admissible stratification and simplify the obtained formulas for the case of time-dependent problems. The theoretical results are then applied first to deriving a criterion for the sensitivity analysis of the solution mapping and then to the solution of two practically motivated problems. The first one concerns optimal...
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Management of the sports organisation FC Zličín and suggestions for improving it
Adam, Lukáš ; Ruda, Tomáš (advisor) ; Wroblowská, Zuzana (referee)
Title: Management of the sports organisation FC Zličín and suggestions for improving it Goals: The aim of this work, based on an analysis of managerial functions (planning, organizing, selection and deploying staff, leadership, control and some continuous functions), is to gather and subsequently process the proposals for improving the management of sports non-profit organization Methods: Descriptive analysis, semi-structured interview, SWOT analysis Results: The results of the work are proposals for change in the organizational structure of the sports club, modification and improvement of planning, promotional activities and sponsorship. Keywords: Managerial functions, non-profit organization, civil association, society, management, footbal club
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Learning newsboy
Hlubocký, Stanislav ; Lachout, Petr (advisor) ; Adam, Lukáš (referee)
Title: Learning Newsboy Author: Stanislav Hlubocký Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Petr Lachout CSc. Department of Probability and Mathematical Statistics Abstract: The newsboy problem is a classical stochastic optimization program. The newsboy buys a bulk of papers and tries to sell them at a fixed higher price. The newspapers lose all value at the end of the day. In this thesis, different demands the newsboy can have and the strategies that result from their satisfying are analysed, including some generalised problems (Weather forecast, the flowergirl). All theoretical results and conjectures are tested using a simulation. Keywords: Newsboy, Flower-girl, simulation, Littlewood rule, Risk
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