Original title: On problem of optimization under incomplete information
Authors: Volf, Petr
Document type: Papers
Conference/Event: 30th International Conference Mathematical Methods in Economics 2012, Karviná (CZ), 2012-09-11 / 2012-09-13
Year: 2012
Language: eng
Abstract: 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.
Keywords: censored data; Fisher information; optimization; product-limit estimate
Project no.: GAP402/10/0956 (CEP)
Funding provider: GA ČR
Host item entry: Proceedings of 30th International Conference Mathematical Methods in Economics, ISBN 978-80-7248-779-0

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2012/SI/volf-on problem of optimization under incomplete information.pdf
Original record: http://hdl.handle.net/11104/0211560

Permalink: http://www.nusl.cz/ntk/nusl-126812


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