National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Analysis of Impact of Covariates Entering Stochastic Optimization Problem
Volf, Petr
In the contribution we study consequences of imperfect information to precision of stochastic optimization solution. In particular, it is assumed that the characteristics of optimization problem are influenced by a set of covariates. This dependence is described via a regression model. Hence, the uncertainty is then caused by statistical estimation of regression parameters. The contribution will analyze several regression model cases, together with their application. Precision of results will be explored, both theoretically as well as with the aid of simulations.
Application of Phi-divergence to Estimation in Continuous Families
Vajda, Igor
Application of Phi-divergence to Estimation in Continuous Families

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