Number of the records: 1  

Multistage Stochastic Programming via Autoregressive Sequences

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    SYSNO ASEP0087259
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JOstatní články
    TitleMultistage Stochastic Programming via Autoregressive Sequences
    TitleAutoregresiní posloupnosti v úlohách vícestupňového stochastického programování
    Author(s) Kaňková, Vlasta (UTIA-B) RID
    Source TitleActa Oeconomica Pragensia - ISSN 0572-3043
    Roč. 15, č. 4 (2007), s. 99-110
    Number of pages12 s.
    Languageeng - English
    CountryCZ - Czech Republic
    KeywordsEconomic proceses ; Multistage stochastic programming ; autoregressive sequences ; individual probability constraints
    Subject RIVBB - Applied Statistics, Operational Research
    R&D ProjectsGA402/07/1113 GA ČR - Czech Science Foundation (CSF)
    GA402/06/0990 GA ČR - Czech Science Foundation (CSF)
    GD402/03/H057 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    AnnotationEconomic activities developing in time are very often influenced simultaneously by a random factor (modeled mostly by stochastic process) and a ``decision" parameter (that has been chosen accordind to economic possibilities). Theory of multistage stochastic programming, controlled Markov processes as well as empirical processes can be employed to treat the economic processes. We focus on the multistage stochastic problems with the individual probability constraints and random element following an autoregressive (generally) nonlinear sequences.
    WorkplaceInstitute of Information Theory and Automation
    ContactMarkéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
    Year of Publishing2008
Number of the records: 1  

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