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40 290 (0,227s)

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Comparison of multistage stochastic programming and stochastic dynamic programming with discrete time

Comparison of multistage stochastic programming and stochastic dynamic programming with discrete time.

BB - Aplikovaná statistika, operační výzkum

  • 2000
  • Vx
Result

Reflections on output analysis for multistage stochastic programs

Output analysis for multistage stochastic programs - discussion of possible generalizations with respect to two-stage stochastic programs....

BB - Aplikovaná statistika, operační výzkum

  • 2002
  • Vx
Result

Sensitivity of stochastic programs by means of the infimum functional

Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and two-stage stochastic p...

BA - Obecná matematika

  • 2006
  • D
Result

Stochastic programming approach to advertisement planning

Stochastic programming approach to advertisement planning: a case study.

BB - Aplikovaná statistika, operační výzkum

  • 2009
  • D
Result

On Selected Software for Stochastic Programming

The book is dedicated to some software products to solve stochastic programming problems.

BB - Aplikovaná statistika, operační výzkum

  • 2008
  • B
Result

Testing the structure of multistage stochastic programs

Testing the structure of multistage stochastic programs, bond portfolio management...

BB - Aplikovaná statistika, operační výzkum

  • 2009
  • Jx
Result

Melt control: Charge otpimization via stochastic programming

Melt control: Charge otpimization via stochastic programming...

BB - Aplikovaná statistika, operační výzkum

  • 2004
  • Vx
Result

Scenarios for multistage stochastic programs

Various methods for generation of scenario trees for multistage stochastic programs are introduced, discussed and illustrated.

BB - Aplikovaná statistika, operační výzkum

  • 2001
  • Jx
Result

Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time

This paper discusses similarities and differences of two candidate approaches connected with discrete time decision processes and with uncertainties of probabilistic nature....

BB - Aplikovaná statistika, operační výzkum

  • 2002
  • Jx
Result

Applications of stochastic programming: Achievements and questions

Review of history and achievements; selected modeling issues concerning multistage stochastic programs.

BB - Aplikovaná statistika, operační výzkum

  • 2002
  • Jx
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