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Úlohy stochastického programování s lineární kompensací: Aplikace na problematiku dvou manažérů
Kaňková, Vlasta
Stochastic programming problems with recourse are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on the "underlying" probability measure while a solution of the inner problem depends on the solution of the outer problem and on the random element realization. Evidently, a position and optimal behaviour of two managers can (in many cases) be described by this type of the model in which an optimal behaviour of the main manager is determined by the outer problem while the optimal behaviour of the second manager is described by the inner problem. We focus on an investigation of the inner problem.
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Empirické procesy ve stochastickém programování
Kaňková, Vlasta ; Houda, Michal
Usually, it is very complicated to investigate and to solve optimization problems depending on a probability measure. To this end a stability of them, considers with respect to a prabability measure space, has been discused in the stochastic programming literature many times. The paper is focus on the investigation of the stability with respect to the Wasserstein and to the Komolgorov metrics with "underlying" L_1 space. Moreover, we applay achieved stability results to empirical estimates.
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Stabilita úloh stochastického programování s lineární kompenzací
Kaňková, Vlasta
Stochastic programming problems with recourse is a composition of inner and outer optimization problems. A solution of the outer problem depends on the "underlying" probability measure, a solution of inner problem depends on the solution of the outer problem and on the random element realization. Consequently (in the case of the optimal solution of the outer problem) the optimal value and the solution of the inner problem depend also on the probability measure. The aim is to investigate this dependence.
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Strong non-linear oscillators modelling
Kocanda, Lubomír
Several basic features of soft impact oscillators were invented and proved by means of experiment, numerical simulation and theoretical solution. The strong and soft impact phenomena and stable grazing bifurcation crossing were explained by means of the analytical solution, as well. New methods of piecewise linear system stability investigation were designed and compare with conventional methods. Some basic piecewise linear system features were found.
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