Počet záznamů: 1
A remark on the analysis of multistage stochastic programs: Markov depedence
- 1.0410932 - UTIA-B 20020146 RIV DE eng J - Článek v odborném periodiku
Kaňková, Vlasta
A remark on the analysis of multistage stochastic programs: Markov depedence.
ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik. Roč. 82, 11/12 (2002), s. 781-793. ISSN 0044-2267. E-ISSN 1521-4001
Grant CEP: GA ČR GA402/01/0539; GA ČR GA402/99/1136
Grant ostatní: Deutsche Foshugsgemeinschaft(DE) 436TSE113/40
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: multistage stochastic programs * Markov depedence * stability and estimates
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
Impakt faktor: 0.085, rok: 2002
Multistage stochastic programming problem can be introduced as a finite system of parametric (one-stage) optimization problems with an inner type of depedence. Employing this depedence we analyse the relationschip between one and multistage stochastic programming problems. Furthermore, we introduce some stability and empirical estimates results in the special case of the stochastic depedence.
Trvalý link: http://hdl.handle.net/11104/0131019
Počet záznamů: 1