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Stochastic optimization problems and dependent data
- 1.0411132 - UTIA-B 20030119 RIV CZ eng C - Conference Paper (international conference)
Kaňková, Vlasta
Stochastic optimization problems and dependent data.
Prague: Czech University of Agriculture, 2003. ISBN 80-213-1046-4. In: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003. - (Houška, M.), s. 154-159
[MME 2003. Prague (CZ), 10.09.2003-12.09.2003]
R&D Projects: GA ČR GA402/01/0034; GA ČR GA402/01/0539; GA AV ČR IAA7075202
Institutional research plan: CEZ:AV0Z1075907
Keywords : one and two-stage stochastic programs * multistage stochastic programming problems * empirical estimates
Subject RIV: BB - Applied Statistics, Operational Research
It is well-known that empirical estimates are usually employed when it is necessary to solve a stochastic decision problem depending on a completely unknown probability measure. The aim of this paper is to recall and summarize some rather new results achieved for dependent data that correspond rather often to economic activities.
Permanent Link: http://hdl.handle.net/11104/0131219
Number of the records: 1