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  • 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.
  • 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. (en)
Title
  • On problem of optimization under incomplete information
  • On problem of optimization under incomplete information (en)
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  • On problem of optimization under incomplete information
  • On problem of optimization under incomplete information (en)
skos:notation
  • RIV/67985556:_____/12:00380981!RIV13-AV0-67985556
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  • I, P(GAP402/10/0956)
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  • 156304
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  • RIV/67985556:_____/12:00380981
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  • optimization; censored data; Fisher information; product-limit estimate (en)
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  • [9F1B6329F7DD]
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  • Karviná
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  • Karviná
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  • Proceedings of 30th International Conference Mathematical Methods in Economics
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  • Volf, Petr
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  • Slezská univerzita v Opavě. Obchodně podnikatelská fakulta v Karviné
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  • 978-80-7248-779-0
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