Search results
- 1.0346983 - ÚTIA 2011 RIV CZ eng K - Conference Paper (Czech conference)
Kaňková, Vlasta
Ramsey Stochastic Model via Multistage Stochastic Programming.
28th International Conference on Mathematical Methods in Economics 2010. Vol. Part II. České Budějovice: University of South Bohemia in České Budějovice, Faculty of Economy, 2010 - (Houda, M.; Friebelová, J.), s. 328-333. ISBN 978-80-7394-218-2.
[28th International Conference on Mathematical Methods in Economics 2010. České Budějovice (CZ), 08.09.2010-10.09.2010]
R&D Projects: GA ČR GAP402/10/0956; GA ČR(CZ) GA402/08/0107; GA ČR GAP402/10/1610
Institutional research plan: CEZ:AV0Z10750506
Keywords : Ramsey stochastic model * Multistage stochastic programming * Confidence intervals * Autoregressive sequences * Stability * Empirical estimates
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/kankova-ramsey stochastic model via multistage stochastic programming.pdf
Permanent Link: http://hdl.handle.net/11104/0187863 - 2.0087259 - ÚTIA 2008 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Multistage Stochastic Programming via Autoregressive Sequences.
[Autoregresiní posloupnosti v úlohách vícestupňového stochastického programování.]
Acta Oeconomica Pragensia. Roč. 15, č. 4 (2007), s. 99-110. ISSN 0572-3043
R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/06/0990; GA ČR GD402/03/H057
Institutional research plan: CEZ:AV0Z10750506
Keywords : Economic proceses * Multistage stochastic programming * autoregressive sequences * individual probability constraints
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0149156 - 3.0040920 - ÚTIA 2007 RIV DE eng C - Conference Paper (international conference)
Kaňková, Vlasta
Decomposition in multistage stochastic programs with individual probability constrains.
[Dekomposice v úlohách vícestupňového stochastického programování s individuálním pravděpodobnostním omezením.]
Operation Research Proceedings 2005. Berlin: Springer, 2006 - (Haasis, H.; Kopfer, H.; Schonberger, J.), s. 793-798. ISBN 3-540-32537-9.
[Operations Research 2006. Bremen (DE), 06.09.2005-08.09.2005]
R&D Projects: GA ČR GA402/04/1294; GA ČR GA402/05/0115
Institutional research plan: CEZ:AV0Z10750506
Keywords : multistage stochastic programming problems * one-stage problems * decomposition * individual probability constrains * autoregressive sequences
Subject RIV: BB - Applied Statistics, Operational Research
Permanent Link: http://hdl.handle.net/11104/0134539