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Národní úložiště šedé literatury Nalezeno 4 záznamů.  Hledání trvalo 0.00 vteřin. 
Mean variance models in Markovian decision processes: Optimality conditions
 Sladký, Karel ; Sitař, M.
We consider a discrete-time Markov reward processes with finite state and action spaces. In contrast with the classical models we assume that the (weighted) long run mean variance, i.e. the (weighted) difference of the ratio of long run second to first moments of total expected reward and the long run average return, is minimized. Ideas for finding optimal long-run average return of Markov and semi-Markov decision processes by policy iterations are heavily employed.
Úplný záznam
Remark on economic processes with empirical data, application to unemployment problem
 Kaňková, Vlasta
Multistage stochastic programming problems well correspond to many applications. In the paper, the multistage stochastic programming model of unemployment and industry restructuralization is constructed. Furthermore, the case when the empirical data are only available for the choice of the model parameters is analysed.
Úplný záznam
On economic model of cycles
 Vošvrda, Miloslav
The van der Pol's equation with an appropriate feedback is applied to forming of a model of economic cycles. The model exhibits the ability of the savings and investments to give output in a limit cycle by a bifurcation. According to the life cycle hypothesis, the households will have constant, or will continuously increase, the marginal propensity to saving. The savings deviation is accelerated in relation with the gap between the GDP and its potential value.
Úplný záznam
Robust approach to exponential smoothing
 Koblas, M. ; Michálek, Jiří
The contribution deals with a robust statistics approach to exponential smoothing of time series. The estimation of local means and trends in time series is based on the theory of M-estimates and S-estimates. A special emphasis is devoted to the question of variance level estimates.
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