| bibtype |
J -
Journal Article
|
| ARLID |
0410992 |
| utime |
20240103182254.2 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
A remark on empirical estimates in multistage stochastic programming |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
9 |
| volume |
17 (2002) |
| page_num |
31-50 |
|
| keyword |
multistage stochastic programming |
| keyword |
empirical estimates |
| keyword |
Markov dependence |
| 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 |
GA402/02/1015 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0000527 |
|
| project |
| project_id |
GA402/01/0034 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008950 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
A multistage stochastic programming problem can be introduced as a system of parametric optimization problems considered w.r.t. the Euclidean space with an inner (recurrent) dependence and mathematical (mostly conditional) expectation in the objective functions of the individual problems. Consequently, this type of the problems belongs to the class of problems depending on a measure. The aim of the paper is to treat the case when the theoretical probability measure is replaced by an "empirical" one. |
| RIV |
BB |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131079 |
| ID_orig |
UTIA-B 20020206 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 9 č. 17 2002 31 50 |
|