Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints

0454495 - ÚTIA 2016 RIV SK eng J - Článek v odborném periodiku
Omelchenko, Vadym - Kaňková, Vlasta
Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints.
Acta Mathematica Universitas Comenianae. Roč. 84, č. 2 (2015), s. 267-281. ISSN 0862-9544
Grant CEP: GA ČR GA13-14445S
Institucionální podpora: RVO:67985556
Klíčová slova: Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf

Trvalý link: http://hdl.handle.net/11104/0255277