Approximation and contamination bounds for probabilistic programs
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10103318" target="_blank" >RIV/00216208:11320/12:10103318 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/article/10.1007%2Fs10479-010-0811-1" target="_blank" >http://link.springer.com/article/10.1007%2Fs10479-010-0811-1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10479-010-0811-1" target="_blank" >10.1007/s10479-010-0811-1</a>
Alternative languages
Result language
angličtina
Original language name
Approximation and contamination bounds for probabilistic programs
Original language description
We explore approximations of stochastic programs with probabilistic constraints by stochastic programs with suitably chosen penalty-type objectives and fixed constraints. Contamination bounds constructed for these substitute problems may be then implemented within the output analysis for the original probabilistic program.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F08%2F0107" target="_blank" >GA402/08/0107: Economic Decision Models: Dynamics and Risk</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Annals of Operations Research
ISSN
0254-5330
e-ISSN
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Volume of the periodical
193
Issue of the periodical within the volume
1
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
17
Pages from-to
3-19
UT code for WoS article
000299507600002
EID of the result in the Scopus database
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