Institute of Information Theory and Automation

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Bibliography

Conference Paper (international conference)

Stochastic optimization problems and dependent data

Kaňková Vlasta

: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003, p. 154-159 , Eds: Houška M.

: Czech University of Agriculture, (Prague 2003)

: MME 2003, (Prague, CZ, 10.09.2003-12.09.2003)

: CEZ:AV0Z1075907

: GA402/01/0034, GA ČR, GA402/01/0539, GA ČR, IAA7075202, GA AV ČR

: one and two-stage stochastic programs, multistage stochastic programming problems, empirical estimates

(eng): 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.

: 12B

: BB

2019-01-07 08:39