0411233 20240103182311.820060210235959.9 80-213-1046-4 Prague Czech University of Agriculture 2003 8 s. 244-251HouškaM. stochastic programming discretization Monte Carlo cav_un_auth*0101206 Šmíd Martin UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA402/01/0539 GA ČR cav_un_auth*0008959 CEZ:AV0Z1075907 In stochastic optimization problems, expectation of random function is often being minimized. Since the expectation can rarely be evaluated exactly an approximation has to be done. In the present paper, three types of approximation are dealt with: discretization, Monte Carlo and Quasi Monte Carlo. Convergence rate of the approximation error is evaluated and some upper bounds of the error are given. cav_un_auth*0213063 MME 2003 Prague CZ 10.09.2003-12.09.2003 AH E http://hdl.handle.net/11104/0131319 UTIA-B 20030220 2003 2003 Prague Czech University of Agriculture 80-213-1046-4 Proceedings of the 21st International Conference Mathematical Methods in Economics 2003 244 251 Houška M. 340