Institute of Information Theory and Automation

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Projects

Dept.: E Duration: 2018 - 2020
Multi-objective stochastic programming problems correspond to economic situations in which economic process is simultaneously influenced by a random environment and a decision parameter selected with respect to multi-objective optimization problem depending on the probability measure. In applications very often the actual probability measure is a little perturbed, has to be replaced by empirical...
Dept.: E Duration: 2013 - 2015
Economic and financial activities are often influenced simultaneously by a decision and random factors. Since the decision parameter must be constructed mostly without knowledge of a random element realization, an optimization problem depending on a probability measure corresponds to this situation. Usually in applications this measure must be replaced by an empirical one. The aim of the proposed...
Dept.: E Duration: 2007 - 2009
In the grant project, first, we intend to construct models of economic activities. Furthermore, we focus on a construction of approximate solution schemes of the corresponding optimization problems. Of course, to this end, an investigation of the models will be necessary.
Dept.: E Duration: 2004 - 2006
Economic and social phenomena develop over time, they are mostly influenced by random factors and, moreover, it is necessary very often to evaluate them simultaneously by several "utility" functions. Consequently, construction of the corresponding mathematical models is generally complicated. The situation is surely much more complicated under the conditions of transient economics,...