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

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020146" target="_blank" >RIV/67985556:_____/02:16020146 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

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

  • Original language description

    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.

  • Czech name

  • Czech description

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

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2002

  • Confidentiality

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

Data specific for result type

  • Name of the periodical

    Zeitschrift für Angewandte Mathematik und Mechanik

  • ISSN

    0044-2267

  • e-ISSN

  • Volume of the periodical

    82

  • Issue of the periodical within the volume

    11/12

  • Country of publishing house

    DE - GERMANY

  • Number of pages

    13

  • Pages from-to

    781-793

  • UT code for WoS article

  • EID of the result in the Scopus database