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Bibliography

Journal Article

A remark on the analysis of multistage stochastic programs: Markov depedence

Kaňková Vlasta

: ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik vol.82, p. 781-793

: CEZ:AV0Z1075907

: GA402/01/0539, GA ČR, GA402/99/1136, GA ČR, 436TSE113/40, Deutsche Foshugsgemeinschaft

: multistage stochastic programs, Markov depedence, stability and estimates

(eng): Multistage stochastic programming problem can be introduced as a finite system of parametric (one-stage) optimization problems with an inner type of depedence. Employing this depedence we analyse the relationschip between one and multistage stochastic programming problems. Furthermore, we introduce some stability and empirical estimates results in the special case of the stochastic depedence.

: 12B

: BB

2019-01-07 08:39