Mgr. Miroslav Pištěk, Ph.D.

research fellow

Miroslav Pištěk
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

  1. Carpitella S., Kratochvíl Václav, Pištěk Miroslav: 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]
  2. Branda Martin, Henrion R., Pištěk Miroslav: 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]
  3. Carpitella Silvia, Inuiguchi M., Kratochvíl Václav, Pištěk Miroslav: Multi-criteria decision analysis without consistency in pairwise comparisons, Computers & Industrial Engineering 168 Download Download DOI: 10.1016/j.cie.2022.108089 [2022]
  4. Pištěk Miroslav: 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]
  5. Pištěk Miroslav: 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]
  6. Aussel D., Bendotti P., Pištěk Miroslav: 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]
  7. Adam Lukáš, Červinka Michal, Pištěk Miroslav: 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]
  8. Aussel D., Pištěk Miroslav: 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]
  9. Červinka Michal, Outrata Jiří, Pištěk Miroslav: 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]
  10. Pištěk Miroslav: Approximate Dynamic Programming Based on High Dimensional Model Representation, Kybernetika 49 5 (2013), p. 720-737 Download [2013]
  11. Pištěk Miroslav, Slanina František: 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

  1. Carpitella Silvia, Pištěk Miroslav, Inuiguchi M., Kratochvíl Václav: 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]
  2. Pištěk Miroslav: 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]
  3. Aussel D., Branda Martin, Henrion R., Pištěk Miroslav: 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]
  4. Aussel D., Červinka Michal, Henrion R., Pištěk Miroslav: Alternative Formulation of Pay-as-clear Auction in Electricity Markets, ÚTIA AV ČR v.v.i (Praha, 2017) [2017]
  5. Pištěk Miroslav: Variational Analysis of Structured Optimization and Equilibrum Problems with Applications to Electrity Markets, České Vysoké Učení Technické (Praha, 2015) [2015]
  6. Pištěk Miroslav: Approximate Dynamic Programming based on High Dimensional Model Representation, ÚTIA AV ČR, v.v.i (Praha, 2011) Download [2011]
  7. Dedecius Kamil, Jirsa Ladislav, Pištěk Miroslav: Bayesian averaging of regressive models, Proceedings of the 11th International PhD Workshop on Systems and Control, p. 1-6 Download [2010]
  8. Pištěk Miroslav: Minority Game with Several Groups Acting at Different Time Scale, Physics of Competition & Conflicts, p. 48-48 Download [2010]
  9. Šmídl Václav, Pištěk Miroslav: 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]
  10. Šmídl Václav, Pištěk Miroslav: Bayesian Decision Making library (2009) [2009]
  11. Pištěk Miroslav: 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]
  12. Pištěk Miroslav: On Implicit Approximation of the Bellman Equation, ÚTIA AV Čr, v.v.i (Praha, 2008) Download [2008]
  13. Pištěk Miroslav: Approximation methods in fully probabilistic design of decision making under incomplete knowledge (master thesis), MFF UK (Praha, 2007) [2007]