Mgr. Miroslav Pištěk, Ph.D.
research fellow

Department:
Department of Decision-Making Theory
Research interests:
decision making under uncertainty, multiple participants decision making, electricity market modelling
Biography
Publication list
Education
- 2015: PhD degree at the Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Czechia
Co-supervisor: Doc. Ing. Jiří V. Outrata, DrSc. - 2015: PhD degree at Laboratory PROMES, University Via Domitia in Perpignan, France
Co-supervisor: Prof. Didier Aussel
Thesis: Variational analysis of structured optimization and equilibrium problems with applications to electricity markets - 2015: M.S. degree in Physics, Faculty of Mathematics and Physics, Charles University in Prague, Czechia
Thesis in Econophysics - 2008: M.S. degree in Informatics, Faculty of Mathematics and Physics, Charles University in Prague, Czechia
Thesis in Decision making under incomplete knowledge
Research Stays
- 2019: Graduate School of Engineering Science, Osaka University, Japan
- 2018: Department of Economics and Management, University of Brescia, Italy
- 2016: Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany
- 2015–2016: Labatoire PROMES, University of Perpignan, France
Research Projects
- GAČR standard grant GACR19-06569S: Managerial Decisions: Rationality of Paradoxical Behavior (team member)
- GAČR standard grant GACR18-04145S: Utilization of Stochastic Optimization and Equilibrium Models in Portfolio Selection and Energy Finance (team member)
- GAČR standard grant GACR17-08182S: Mathematical Modelling of Intransitive Preferences (principal investigator)
- FMJH Program Gaspard Monge in optimization and operation research, France, projects 2013-0884H and 2014-1212H (team member)
- GAČR standard grant GA15-00735S: Stability analysis of optima and equilibria in economics (team member)
- GAČR standard grant P402/12/1309: A Multivalued Approach to Optima and Equilibria in Economics (team member)
- MŠMT grant OC09078: Analysis and modelling of complex network using the methods of statistical physics (team member)
Awards
- 2015: Young authors' award in the contest for the best publication of Institute of Information Theory and Automation of the Czech Academy of Sciences
- 2008: 2nd place in the competition on Antonín Svoboda's price for the best diploma thesis awarded by the Czech Society for Cybernetics and Informatics
Journal articles
- Multi-criteria decision making beyond consistency: An alternative to AHP for real-world industrial problems, Computers & Industrial Engineering 198 Download Download DOI: 10.1016/j.cie.2024.110661 [2024] :
- Value at risk approach to producer's best response in an electricity market with uncertain demand, Optimization 72 11 (2023), p. 2745-2767 Download Download DOI: 10.1080/02331934.2022.2076232 [2023] :
- Multi-criteria decision analysis without consistency in pairwise comparisons, Computers & Industrial Engineering 168 Download Download DOI: 10.1016/j.cie.2022.108089 [2022] :
- SSB representation of preferences: Weakening of convexity assumptions, Journal of Mathematical Economics 83 1 (2019), p. 84-88 Download Download DOI: 10.1016/j.jmateco.2019.04.006 [2019] :
- Continuous SSB representation of preferences, Journal of Mathematical Economics 77 1 (2018), p. 59-65 Download DOI: 10.1016/j.jmateco.2018.06.005 [2018] :
- Nash equilibrium in a pay-as-bid electricity market: Part 1- existence and characterization, Optimization 66 6 (2017), p. 1013-1025 Download DOI: 10.1080/02331934.2016.1227981 [2017] :
- Normally Admissible Stratifications and Calculation of Normal Cones to a Finite Union of Polyhedral Sets, Set-Valued and Variational Analysis 24 2 (2016), p. 207-229 Download DOI: 10.1007/s11228-015-0325-8 [2016] :
- Limiting Normal Operator in Quasiconvex Analysis, Set-Valued and Variational Analysis 23 4 (2015), p. 669-685 Download DOI: 10.1007/s11228-015-0349-0 [2015] :
- On Stability of M-stationary Points in MPCCs, Set-Valued and Variational Analysis 22 3 (2014), p. 575-595 Download DOI: 10.1007/s11228-014-0278-3 [2014] :
- Approximate Dynamic Programming Based on High Dimensional Model Representation, Kybernetika 49 5 (2013), p. 720-737 Download [2013] :
- Diversity of scales makes an advantage: The case of the Minority Game, Physica. A : Statistical Mechanics and its Applications 390 13 (2011), p. 2549-2561 DOI: 10.1016/j.physa.2011.03.006 [2011] :
Other publications
- A novel approach to handle intransitive judgements in industrial control problems, Proceedings of the 20th International Conference on Modeling & Applied Simulation (MAS 2021), p. 162-169, Eds: Bruzzone A. G., De Felice F., Massei M., Solis A. Download DOI: 10.46354/i3m.2021.mas.020 [2021] :
- Theory of SSB Representation of Preferences Revised, Proceedings of the 22nd Czech-Japan Seminar on Data Analysis and Decision Making (CJS’19), p. 145-149, Eds: Inuiguchi Masahiro, Jiroušek Radim, Kratochvíl Václav Download [2019] :
- Producer's Best Response in Pay-as-clear Electricity Market with Uncertain Demand, Proceedings of the 5th World Congress on New Technologies (NewTech'19) Download DOI: 10.11159/icert19.105 [2019] :
- Alternative Formulation of Pay-as-clear Auction in Electricity Markets, ÚTIA AV ČR v.v.i (Praha, 2017) [2017] :
- Variational Analysis of Structured Optimization and Equilibrum Problems with Applications to Electrity Markets, České Vysoké Učení Technické (Praha, 2015) [2015] :
- Approximate Dynamic Programming based on High Dimensional Model Representation, ÚTIA AV ČR, v.v.i (Praha, 2011) Download [2011] :
- Bayesian averaging of regressive models, Proceedings of the 11th International PhD Workshop on Systems and Control, p. 1-6 Download [2010] :
- Minority Game with Several Groups Acting at Different Time Scale, Physics of Competition & Conflicts, p. 48-48 Download [2010] :
- Presentation of Bayesian Decision Making Toolbox (BDM), Abstracts of Contributions to 5th International Workshop on Data – Algorithms – Decision Making, p. 37-37, Eds: J a n ž u r a M a r t i n, I v á n e k J i ř í Download [2009] :
- Bayesian Decision Making library (2009) [2009] :
- On Implicit Approximation of the Bellman Equation, Proceedings of the 15th IFAC Symposium on Identification and System Parameter Estimation - SYSID 2009, p. 1463-1468 Download [2009] :
- On Implicit Approximation of the Bellman Equation, ÚTIA AV Čr, v.v.i (Praha, 2008) Download [2008] :
- Approximation methods in fully probabilistic design of decision making under incomplete knowledge (master thesis), MFF UK (Praha, 2007) [2007] :