Počet záznamů: 1
Stochastic optimization problems and dependent data
- 1.0411132 - UTIA-B 20030119 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
Kaňková, Vlasta
Stochastic optimization problems and dependent data.
Prague: Czech University of Agriculture, 2003. ISBN 80-213-1046-4. In: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003. - (Houška, M.), s. 154-159
[MME 2003. Prague (CZ), 10.09.2003-12.09.2003]
Grant CEP: GA ČR GA402/01/0034; GA ČR GA402/01/0539; GA AV ČR IAA7075202
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: one and two-stage stochastic programs * multistage stochastic programming problems * empirical estimates
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
It is well-known that empirical estimates are usually employed when it is necessary to solve a stochastic decision problem depending on a completely unknown probability measure. The aim of this paper is to recall and summarize some rather new results achieved for dependent data that correspond rather often to economic activities.
Trvalý link: http://hdl.handle.net/11104/0131219
Počet záznamů: 1