Displaying similar documents to “An improved comparison of three rough set approaches to missing attribute values”

Approximate dynamic programming based on high dimensional model representation

Miroslav Pištěk (2013)

Kybernetika

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This article introduces an algorithm for implicit High Dimensional Model Representation (HDMR) of the Bellman equation. This approximation technique reduces memory demands of the algorithm considerably. Moreover, we show that HDMR enables fast approximate minimization which is essential for evaluation of the Bellman function. In each time step, the problem of parametrized HDMR minimization is relaxed into trust region problems, all sharing the same matrix. Finding its eigenvalue decomposition,...

On precision of stochastic optimization based on estimates from censored data

Petr Volf (2014)

Kybernetika

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In the framework of a stochastic optimization problem, it is assumed that the stochastic characteristics of optimized system are estimated from randomly right-censored data. Such a case is frequently encountered in time-to-event or lifetime studies. The analysis of precision of such a solution is based on corresponding theoretical properties of estimated stochastic characteristics. The main concern is to show consistency of optimal solution even in the random censoring case. Behavior...