Basket

0454493 - ÚTIA 2016 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Scenario Generation via L-1 Norm.
Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015. Plzeň: University of West Bohemia, Plzeň, 2015, s. 331-336. ISBN 978-80-261-0539-8.
[Mathematical Methods in Economics 2015 /33./. Cheb (CZ), 09.09.2015-11.09.2015]
R&D Projects: GA ČR GA13-14445S; GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : One-stage stochastic programming problems * multistage stochastic problems * L_1 norm * Wasserstein metric
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2015/E/kankova-0454493.pdf
Permanent Link: http://hdl.handle.net/11104/0255276