Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints

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SYSNO	0454495
Title	Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints
Author(s)	Omelchenko, Vadym (UTIA-B) [E] Kaňková, Vlasta (UTIA-B) [E]_RID
Source Title	Acta Mathematica Universitas Comenianae. Roč. 84, č. 2 (2015), s. 267-281
Document Type	Článek v odborném periodiku
Grant	GA13-14445S GA ČR - Czech Science Foundation (CSF)
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	SK
Keywords	Stochastic programming problems * empirical estimates * light and heavy tailed distributions * quantiles
URL	http://library.utia.cas.cz/separaty/2015/E/omelchenko-0454495.pdf
Permanent Link	http://hdl.handle.net/11104/0255277

Number of the records: 1