| bibtype |
J -
Journal Article
|
| ARLID |
0410858 |
| utime |
20240103182244.3 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257715 |
| ISSN |
0044-2267 |
| title
|
ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik |
| volume_id |
82 |
| page_num |
753-765 |
| publisher |
|
|
| keyword |
multistage stochastic programs with recourse |
| keyword |
dynamic programming |
| keyword |
Markov decision processes |
| author
(primary) |
| ARLID |
cav_un_auth*0212729 |
| name1 |
Dupačová |
| name2 |
J. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0101196 |
| name1 |
Sladký |
| name2 |
Karel |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA201/99/0264 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005937 |
|
| project |
| project_id |
GA402/99/1136 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009183 |
|
| project |
| project_id |
113200008 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0212931 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
When solving a dynamic decision problem under uncertainty it is essential to choose or to build a suitable model taking into account the nature of the real-life problem, character of input data, availability of software and computer technology. The purpose of this paper is to discuss similarities and differences of two candidate approaches connected with discrete time decision processes and with uncertainties of probabilistic nature. |
| RIV |
BB |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0130945 |
| ID_orig |
UTIA-B 20020072 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0257715 ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik 0044-2267 1521-4001 Roč. 82 11/12 2002 753 765 Wiley |
|