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The investigation of asymptotic behaviour of the optimal solution of stochastic programming problem
The article deals with an asymptotic behaviour the optimal solution of stochastic programming problem.
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios
Main topics of the document: robust optimization; stochastic evaluation; portfolios...
Finance
- 2022 •
- O •
- Link
Rok uplatnění
O - Ostatní výsledky
Výsledek na webu
Software for computing of local optimum by chosen stochastic optimization methods
Software is for computing of local optimum by chosen stochastic optimization methods. It is possible to select vary for computing. The file contains source code....
AE - Řízení, správa a administrativa
- 2012 •
- R •
- Link
Rok uplatnění
R - Software
Výsledek na webu
Nonparametric Predictive Control via Lazy Learning and Stochastic Optimization
Study of Nonparametric Predictive Control via Lazy Learning and Stochastic Optimization...
BA - Obecná matematika
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Multistage portfolio optimization with multivariate dominance constraints
optimization, and describe an algorithm for detecting multivariate stochastic dominanceIn this article we focus on multistage portfolio optimization problem with usage of multivariate stochastic dominance constrai...
Statistics and probability
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Heuristic algorithm for stochastic design optimization of reinforced concrete element
of deterministic optimization based on reduced gradient method and external cycle of stochasticMain goal of the paper is to introduce algorithm for stochastic design optimization of reinforced concrete cross secti...
Civil engineering
- 2018 •
- D
Rok uplatnění
D - Stať ve sborníku
The impact of historical period length selection on the performance of a portfolio optimization model with second-order stochastic dominance constraints
Basic themes of document: portfolio optimization; stochastic dominance; simulation...
Statistics and probability
- 2024 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Robust portfolio optimization: a Stochastic Evaluation of Worst-Case Scenarios
Main topics of the document: optimization; portfolio; risk; robust optimization; stochastic evaluation; chance constrained DEA; worst-case markets......
Finance
- 2023 •
- JSC •
- Link
Rok uplatnění
JSC - Článek v periodiku v databázi SCOPUS
Výsledek na webu
Deterministic and Stochastic Optimization of Composite Cylindrical Laminates
Optimal prestressing of cylindrical laminates...
JJ - Ostatní materiály
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Melt Control: Charge Optimization via Stochastic Programming
Stochastic programming techniques are applied to charge optimization problem. Scenario approach is utilized.
BB - Aplikovaná statistika, operační výzkum
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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