The following pages link to Vlasta Kaňková (Q314597):
Displaying 50 items.
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- On the expected value of stochastic linear programs and (dynamic) network flow problems (Q579134) (← links)
- (Q586160) (redirect page) (← links)
- (Q593400) (redirect page) (← links)
- A one-measurement form of simultaneous perturbation stochastic approximation (Q674970) (← links)
- Using ordinal optimization approach to improve efficiency of selection procedures (Q702838) (← links)
- Active identification of stochastic discrete dynamic systems (Q791493) (← links)
- On continuous-time discounted stochastic dynamic programming (Q805498) (← links)
- Recursive analysis of two-dimensional discrete systems: An operational approach (Q920903) (← links)
- Tracking error bounds of adaptive nonstationary filtering (Q1059040) (← links)
- Will the self-tuning approach work for general cost criteria? (Q1063566) (← links)
- Optimal policies for controlled Markov chains with a constraint (Q1068783) (← links)
- On convergence of the stochastic subgradient method with on-line stepsize rules (Q1083369) (← links)
- Minimax control of a second order linear system (Q1088640) (← links)
- Distribution sensitivity in stochastic programming (Q1176576) (← links)
- Asymptotic analysis of stochastic programs (Q1178439) (← links)
- Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) (← links)
- Stability analysis for stochastic programs (Q1178442) (← links)
- Stochastic approximation algorithms: Nonasymptotic estimation of their convergence rates (Q1281080) (← links)
- An ordinal optimization approach to optimal control problems (Q1295099) (← links)
- Strong points of weak convergence: A study using RPA gradient estimation for automatic learning (Q1301439) (← links)
- On robust optimization of two-stage systems (Q1424290) (← links)
- Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
- Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
- Rollout algorithms for stochastic scheduling problems (Q1806711) (← links)
- Statistical learning control of uncertain systems: theory and algorithms. (Q1854969) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- Probability criterion: its use in stabilization problems (Q1881848) (← links)
- Periodic scheduling in real-time multiprocessor automated control systems (Q1882036) (← links)
- A note on estimates in stochastic programming (Q1893964) (← links)
- Continuous action set learning automata for stochastic optimization (Q1898166) (← links)
- Instrumental methods of approximating functions of random arguments and of determining their moments using spectrum analyzers (Q1901551) (← links)
- Passive stochastic approximation with averaging along trajectories (Q1914358) (← links)
- Analysis of search optimization methods based on potential theory. II: On the differentiability of the Lyapunov function (Q1920377) (← links)
- Analysis of search methods of optimization based on potential theory. I: Nonlocal properties (Q1922434) (← links)
- Analysis of search methods of optimization based on potential theory. III: Convergence of methods (Q1922451) (← links)
- On \(s\)-convex stochastic extrema for arithmetic risks (Q1962824) (← links)
- Stochastic comparison algorithm for discrete optimization with estimation of time-varying objective functions (Q1969465) (← links)
- (Q2712313) (← links)
- (Q2945117) (← links)
- Thin and heavy tails in stochastic programming (Q2948128) (← links)
- Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric (Q3120387) (← links)
- (Q3216435) (← links)
- (Q3416607) (← links)
- (Q3483089) (← links)
- (Q3491317) (← links)
- (Q3496154) (← links)
- (Q3585646) (← links)
- (Q3604332) (← links)
- (Q3725875) (← links)
