| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0410335 |
| utime |
20240103182206.9 |
| mtime |
20060210235959.9 |
| ISBN |
3-540-67094-7 |
| title
(primary) (eng) |
Multistage stochastic programming; stability, approximation and Markov dependence |
| publisher |
| place |
Berlin |
| name |
Springer |
| pub_time |
2000 |
|
| specification |
|
| serial |
| title
|
Operations Research. Proceedings 1999 |
| page_num |
136-141 |
| editor |
| name1 |
Inderfurth |
| name2 |
K. |
|
| editor |
| name1 |
Schwödiauer |
| name2 |
G. |
|
|
| 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. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/98/0742 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009149 |
|
| project |
| project_id |
GA402/99/1136 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009183 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
The paper deals with multistage stochastic programming problems. In particular, the aim of the paper is to construct an approximate method of solution of these complicated optimization problems. The introduced method guarantees the prescribed approximation error. To achieve this result a special type of Markov dependence (satisfied in many applications) is assumed. |
| action |
| ARLID |
cav_un_auth*0212644 |
| name |
Symposium on Operations Research (SOR '99) |
| place |
Magdeburg |
| country |
DE |
| dates |
01.09.1999-03.09.1999 |
|
| RIV |
BB |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0130425 |
| ID_orig |
UTIA-B 20000051 |
| arlyear |
2000 |
| mrcbU10 |
2000 |
| mrcbU10 |
Berlin Springer |
| mrcbU12 |
3-540-67094-7 |
| mrcbU63 |
Operations Research. Proceedings 1999 136 141 |
| mrcbU67 |
Inderfurth K. 340 |
| mrcbU67 |
Schwödiauer G. 340 |
|