. . "37"^^ . "37"^^ . "economic dynamics" . . "2007-05-02+02:00"^^ . "economic dynamics; decision and control; robustness"@en . "Validation of Economic Decision Models and Results"@en . . "The aim of the proposed grant project is the validation of decision models of dynamical economic and financial systems under uncertainty. For handling such tasks probabilistic approaches primarily based on multistage stochastic programming and stochasticdynamic programming are very often employed. As concerns model specification, the research will be primarily focused on various aspects on the model choice, choice of the objective function, and on modeling input scenarios. As concerns validation of results, the research will be focused on error bound analysis, contamination and stress testing, stability for empirical programs, the worst-case analysis, and stability of scenario generation methods. Special attention will be payed to computational aspects of the suggested approaches for solving large-scale problems arising in economic and financial analysis. The obtained mathematical results will be verified and tested on real economic data.The project also will enable to deepen and generalize"@en . "2005-01-01+01:00"^^ . "2008-12-16+01:00"^^ . . " decision and control" . . "Tento grantov\u00FD projekt se zab\u00FDval vyhodnocov\u00E1n\u00EDm rozhodovac\u00EDch p\u0159\u00EDstup\u016F pro dynamick\u00E9 modely ekonomick\u00FDch a finan\u010Dn\u00EDch syst\u00E9m\u016F zat\u00ED\u017Een\u00FDch neur\u010Ditost\u00ED. Pro \u0159e\u0161en\u00ED \u00FAloh tohoto typu byly p\u0159ev\u00E1\u017En\u011B vyu\u017E\u00EDv\u00E1ny pravd\u011Bpodobnostn\u00ED p\u0159\u00EDstupy zalo\u017Een\u00E9 p\u0159edev\u0161\u00EDm na me"@cs . . . "1"^^ . "1"^^ . . . . "0"^^ . . . "2007-12-31+01:00"^^ . "http://www.isvav.cz/projectDetail.do?rowId=GA402/05/0115"^^ . . . "Vyhodnocov\u00E1n\u00ED ekonomick\u00FDch rozhodovac\u00EDch model\u016F a v\u00FDsledk\u016F" . . . . "This grant project dealt with validation of decision models of dynamical economic and financial systems under uncertainty. For handling such tasks probabilistic approaches primarily based on multistage stochastic programming and stochastic dynamic progra"@en . . . "GA402/05/0115" . "C\u00EDlem navrhovan\u00E9ho grantov\u00E9ho projektu je evaluace rozhodovac\u00EDch model\u016F pro dynamick\u00E9 modely ekonomick\u00FDch a finan\u010Dn\u00EDch syst\u00E9m\u016F zat\u00ED\u017Een\u00FDch neur\u010Ditost\u00ED. Pro \u0159e\u0161en\u00ED \u00FAloh tohoto typu jsou ve zna\u010Dn\u00E9 m\u00ED\u0159e vyu\u017E\u00EDv\u00E1ny pravd\u011Bpodobnostn\u00ED p\u0159\u00EDstupy zalo\u017Een\u00E9 p\u0159edev\u0161\u00EDmna metod\u00E1ch v\u00EDcestup\u0148ov\u00E9ho stochastick\u00E9ho programov\u00E1n\u00ED a stochastick\u00E9ho dynamick\u00E9ho programov\u00E1n\u00ED. Pozornost bude zam\u011B\u0159ena na rozbor p\u0159\u00EDstup\u016F pro samotn\u00FD n\u00E1vrh modelu s ohledem na volbu typu \u00FA\u010Delov\u00E9 funkce a modelov\u00E1n\u00ED vstupn\u00EDch sc\u00E9n\u00E1\u0159\u016F a bude uk\u00E1z\u00E1no, jak\u00FDm zp\u016Fsobem zvolen\u00FD typ \u00FA\u010Delov\u00E9 funkce i pou\u017Eit\u00E9 sc\u00E9n\u00E1\u0159e ovlivn\u00ED mo\u017Enosti \u0159e\u0161en\u00ED a dosa\u017Een\u00E9 v\u00FDsledky, zejm\u00E9na s ohledem na odhady chyb, kontaminaci, stabilitu v\u00FDpo\u010Detn\u00EDch postup\u016F a anal\u00FDzu citlivosti na nep\u0159esn\u011B zadan\u00E9 parametry. Zvl\u00E1\u0161tn\u00ED pozornost bude v\u011Bnov\u00E1na v\u00FDpo\u010Detn\u00EDm aspekt\u016Fm navr\u017Een\u00FDch p\u0159\u00EDstup\u016F s ohledem na mo\u017Enosti \u0159e\u0161en\u00ED rozs\u00E1hl\u00FDch \u00FAloh. V\u00FDpo\u010Detn\u00ED postupy budou testov\u00E1ny na datech z konkr\u00E9tn\u00EDch \u00FAloh. V r\u00E1mci projektu budou t\u00E9\u017E d\u00E1le rozpracov\u00E1ny n\u011Bkter\u00E9 z p\u016Fvodn\u00EDch v\u00FDsledk\u016F dosa\u017Een\u00FDch p\u0159i" .