bibtype C - Conference Paper (international conference)
ARLID 0411132
utime 20240103182304.2
mtime 20060210235959.9
ISBN 80-213-1046-4
title (primary) (eng) Stochastic optimization problems and dependent data
publisher
place Prague
name Czech University of Agriculture
pub_time 2003
specification
page_count 6 s.
serial
title Proceedings of the 21th International Conference Mathematical Methods in Economics 2003
page_num 154-159
editor
name1 Houška
name2 M.
keyword one and two-stage stochastic programs
keyword multistage stochastic programming problems
keyword empirical 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 GA402/01/0034
agency GA ČR
ARLID cav_un_auth*0008950
project
project_id GA402/01/0539
agency GA ČR
ARLID cav_un_auth*0008959
project
project_id IAA7075202
agency GA AV ČR
ARLID cav_un_auth*0001803
research CEZ:AV0Z1075907
abstract (eng) It is well-known that empirical estimates are usually employed when it is necessary to solve a stochastic decision problem depending on a completely unknown probability measure. The aim of this paper is to recall and summarize some rather new results achieved for dependent data that correspond rather often to economic activities.
action
ARLID cav_un_auth*0213063
name MME 2003
place Prague
country CZ
dates 10.09.2003-12.09.2003
RIV BB
department E
permalink http://hdl.handle.net/11104/0131219
ID_orig UTIA-B 20030119
arlyear 2003
mrcbU10 2003
mrcbU10 Prague Czech University of Agriculture
mrcbU12 80-213-1046-4
mrcbU63 Proceedings of the 21th International Conference Mathematical Methods in Economics 2003 154 159
mrcbU67 Houška M. 340