| bibtype |
J -
Journal Article
|
| ARLID |
0410932 |
| utime |
20240103182249.6 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
A remark on the analysis of multistage stochastic programs: Markov depedence |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257715 |
| ISSN |
0044-2267 |
| title
|
ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik |
| volume_id |
82 |
| page_num |
781-793 |
| publisher |
|
|
| keyword |
multistage stochastic programs |
| keyword |
Markov depedence |
| keyword |
stability and estimates |
| 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 |
GA402/01/0539 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008959 |
|
| project |
| project_id |
GA402/99/1136 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009183 |
|
| project |
| project_id |
436TSE113/40 |
| agency |
Deutsche Foshugsgemeinschaft |
| country |
DE |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
Multistage stochastic programming problem can be introduced as a finite system of parametric (one-stage) optimization problems with an inner type of depedence. Employing this depedence we analyse the relationschip between one and multistage stochastic programming problems. Furthermore, we introduce some stability and empirical estimates results in the special case of the stochastic depedence. |
| RIV |
BB |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131019 |
| ID_orig |
UTIA-B 20020146 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0257715 ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik 0044-2267 1521-4001 Roč. 82 11/12 2002 781 793 Wiley |
|