| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0083352 |
| utime |
20240103184231.1 |
| mtime |
20070618235959.9 |
| title
(primary) (eng) |
Multistage Stochastic Programming Problems; Stability and Approximation |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0083350 |
| ISBN |
978-3-540-69994-1 |
| title
|
Operations Research Proceedings 2006 |
| page_num |
595-600 |
| publisher |
| place |
Berlin |
| name |
Springer |
| year |
2007 |
|
| editor |
| name1 |
Waldmann |
| name2 |
Karl-Heinz |
|
| editor |
| name1 |
Stocker |
| name2 |
Ulrike M. |
|
|
| title
(cze) |
Úlohy vícestupňového stochastického programování; stabilita a aproximace |
| keyword |
Multistage Sstochastic programming problems |
| keyword |
individal probability constraints |
| keyword |
autoregressive (generally) nonlinear sequence |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| project |
| project_id |
GA402/05/0115 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001811 |
|
| project |
| project_id |
GA402/06/1417 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0213949 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
A general multistage stochastic programming problems can be introduced as a finite system of (parametric (one-stage) stochastic programming problems. The constraints sets can (generally) depend on the probability measure. The paper deals with the case of individual probability constraints and the random element following an autoregressive sequence. The aim of the contribution has been to suggest approximate solution schemes in which an error approximation can be estimated. |
| abstract
(cze) |
Úlohy vícestupňového stochastického programování mohou být definovány jako konečný systém úloh jednostpňuvého stochastického programování s vnitřní závislostí. Množiny omezení obecně mohou záviset na pravděpodobnostní míře. V práci je uvažován případ s individuálními pravděpodobnostními omezeními a náhodným elementem splňujícím podmínky autoregresivní posloupnosti. Cílem práce bylo představit aproximativní schéma řešení, ve kterém lze odhadnout chybu aproximace. |
| action |
| ARLID |
cav_un_auth*0228128 |
| name |
Annual International Conference of the German Operations Research Society (GOR) |
| place |
Karlsruhe |
| dates |
06.09.2006-08.09.2006 |
| country |
DE |
|
| reportyear |
2008 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0146617 |
| arlyear |
2007 |
| mrcbU63 |
cav_un_epca*0083350 Operations Research Proceedings 2006 978-3-540-69994-1 595 600 Operations Research Proceedings 2006 Berlin Springer 2007 |
| mrcbU67 |
Waldmann Karl-Heinz 340 |
| mrcbU67 |
Stocker Ulrike M. 340 |
|