Stochastic Programming programs with Linear Recourse; Application to Problems of Two Managers

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F06%3A00041309" target="_blank" >RIV/67985556:_____/06:00041309 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Stochastic Programming programs with Linear Recourse; Application to Problems of Two Managers
Original language description
Stochastic programming problems with recourse are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on the "underlying" probability measure while a solution of the inner problem depends on the solutionof the outer problem and on the random element realization. Evidently, a position and optimal behaviour of two managers can (in many cases) be described by this type of the model in which an optimal behaviour of the main manager is determined by the outer problem while the optimal behaviour of the second manager is described by the inner problem. We focus on an investigation of the inner problem.
Czech name
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Czech description
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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)

Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 24th International Conference Mathematical Methods in Economics 2006
ISBN
978-80-7043-480-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
University of West Bohemia in Pilsen
Place of publication
Plzeň
Event location
Plzeň
Event date
Sep 13, 2006
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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