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Theoretical Framework for Stochastic Programming

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F09%3APU99475" target="_blank" >RIV/00216305:26210/09:PU99475 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Theoretical Framework for Stochastic Programming

  • Original language description

    This paper aims to present a theoretical framework for stochastic programming models, i.e. for optimization models that involve uncertainty. The framework is characterized by two distinctive features: it is based on the notions of a mathematical programand a probability space. Based on these, it allows the common stochastic programming models to be rigorously derived, and hopefully well understood. Such approach is not common in the literature (See Reference), the stochasticity is generally introducedto a deterministic program after it has been build.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA103%2F08%2F1658" target="_blank" >GA103/08/1658: Advanced optimum design of composed concrete structures</a><br>

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2009

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    MENDEL 2009

  • ISBN

    978-80-214-3884-2

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    239-246

  • Publisher name

    Neuveden

  • Place of publication

    Brno

  • Event location

    Brno University of Technology

  • Event date

    Jun 24, 2009

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000273029500037