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0098139 - ÚTIA 2008 CZ eng V - Research Report
Kaňková, Vlasta
Empirical Estimates via Stability in Stochastic Programming.
[Empirické odhady a stabilita ve stochastickém programování.]
Praha: ÚTIA AV ČR, 2007. 25 s. Research Report, 2192.
R&D Projects: GA ČR(CZ) GA402/06/1417; GA ČR GA402/05/0115; GA ČR GA402/07/1113
Institutional research plan: CEZ:AV0Z10750506
Keywords : Stochastic programming * stability * Wasserstein metric * empirical estimates * convergence rate * problems with penalty and recourse * integer simple recourse case * resk funkcionals
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0157128