On problem of optimization under incomplete information

被引：0

作者：

Volf, Petr ^{[1
]}

机构：

[1] Acad Sci Czech Republic, Inst Informat Theory & Automat, CR-18208 Prague 8, Czech Republic

来源：

PROCEEDINGS OF 30TH INTERNATIONAL CONFERENCE MATHEMATICAL METHODS IN ECONOMICS, PTS I AND II | 2012年

关键词：

optimization; censored data; Fisher information; product-limit estimate;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In the paper we study 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.

引用

页码：968 / 973

页数：6

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