Název:
On problem of optimization under incomplete information
Autoři:
Volf, Petr Typ dokumentu: Příspěvky z konference Konference/Akce: 30th International Conference Mathematical Methods in Economics 2012, Karviná (CZ), 2012-09-11 / 2012-09-13
Rok:
2012
Jazyk:
eng
Abstrakt: 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.
Klíčová slova:
censored data; Fisher information; optimization; product-limit estimate Číslo projektu: GAP402/10/0956 (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: Proceedings of 30th International Conference Mathematical Methods in Economics, ISBN 978-80-7248-779-0