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0454495 - ÚTIA 2016 RIV SK eng J - Journal Article
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
R&D Projects: GA ČR GA13-14445S
Institutional support: RVO:67985556
Keywords : Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
Permanent Link: http://hdl.handle.net/11104/0255277