On precision of optimization in the case of incomplete information
In the paper we study the impact of incomplete information to precision of results of stochastic optimization. It is assumed that the stochastic characteristics of optimized system are evaluated from the data. However, the observations can be incom- plete, namely, we consider the random censoring frequently encountered in time-to-event or lifetime studies. The analysis of uncertainty of solution is based both on theoretical properties of estimated stochastic characteristics and on simulated examples.
Volume (Year): 19 (2012)
Issue (Month): 30 ()
|Contact details of provider:|| Web page: http://ces.utia.cas.cz|
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:19:y:2012:i:30:id:200. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik)
If references are entirely missing, you can add them using this form.