Multistage Stochastic Programs Via Autoregressive Sequences and Individual Probability Constraints

Saved in:

Bibliographic Details
Main Author:	Kaňková, Vlasta, 1942- (Author)
Format:	Article
Source document:	Kybernetika , Vol. 44, no. 2 (2008), s. 151-170
Language:	English
Genre/form:	články
ISSN:	0023-5954
Subjects:	stochastické programování odhady
Tags:	Add Tag No Tags, Be the first to tag this record!

Cover Image

Similar Items

Empirical Estimates in Stochastic Optimization via Distribution Tails
by: Kaňková, Vlasta, 1942-

Non-Parametric Approximation of Non-Anticipativity Constraints in Scenario-Based Multistage Stochastic Programming
by: Roy, Jean-Sébastien

Numerical Study of Discretizations of Multistage Stochastic Programs
by: Hilli, Petri

Thin and heavy tails in stochastic programming
by: Kaňková, Vlasta, 1942-

Bound-Based Decision Rules in Multistage Stochastic Programming
by: Kuhn, Daniel

An object-oriented approach to multistage stochastic programming models and algorithms : summary of doctoral dissertation
by: Popela, Pavel, 1959-
Published: (1998)

Approximative solutions of stochastic optimization problems
by: Lachout, Petr, 1958-

Stability of Stochastic Optimization Problems - Nonmeasurable Case
by: Lachout, Petr, 1958-

Stochastic Programming
by: Kall, Peter, 1949-
Published: (1994)

Optimum beam design via stochastic programming
by: Žampachová, Eva, 1982-

Duality in multistage stochastic programming and its application to arbitrage theory : doctoral dissertation thesis
by: Henclová, Alena
Published: (2005)

Duality in multistage stochastic programming and its application to arbitrage theory : abstract of doctoral dissertation thesis
by: Henclová, Alena
Published: (2005)

Stochastic programming : numerical techniques and engineering applications : proceedings of the 2nd GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications", held at the Federal Armed Forces University Munich, Neubiberg/München, Germany, June 15-17, 1993
Published: (1995)

An object-oriented approach to multistage stoachastic programming models and algorithms : doctoral thesis
by: Popela, Pavel, 1959-
Published: (1998)

Stochastic geometric programming with an application
by: Dupačová, Jitka, 1939-2016

On precision of stochastic optimization based on estimates from censored data
by: Volf, Petr

Nonlinear State Prediction by Separation Approach for Continuous-Discrete Stochastic Systems
by: Švácha, Jaroslav

Applied probability and stochastic processes
by: Beichelt, Frank, 1942-
Published: (2016)

Nelineární odhad stavu spojitých stochastických systémů s diskrétním měřením : disertační práce
by: Švácha, Jaroslav
Published: (2006)

An introduction to probability and stochastic processes
by: Melsa, James L.
Published: (1973)

Stability in stochastic programming with applications to risk management doctoral thesis = Stabilita ve stochastickém programování s aplikacemi na řízení rizika
by: Dobiáš, Petr
Published: (2003)

Stability in stochastic programming with applications to risk management abstract of doctoral thesis = Stabilita ve stochastickém programování s aplikacemi na řízení rizika
by: Dobiáš, Petr
Published: (2003)

Probability and stochastic processes : a friendly introduction for electrical and computer engineers
by: Yates, Roy D.
Published: (1999)

Two-stage stochastic programming for engineering problems
by: Popela, Pavel, 1959-

Estimators of the asymptotic variance of stationary point processes - a comparison
by: Prokešová, Michaela, 1977-

Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming
by: Ketabchi, Saeed

Stochastic Control Optimal in the Kullback Sense
by: Šindelář, Jan

A stochastic programming approach to managing liquid asset portfolios
by: Raubenheimer, Helgard

Stochastic programming approach to ALM disertační práce
by: Polívka, Jan, 1977-
Published: (2005)

Parallel decomposition of multistage stochastic programming problems
by: Ruszczyňski, Andrzej
Published: (1988)

Probability, random variables, and stochastic processes
by: Papoulis, Athanasios, 1921-2002
Published: (1991)

Stochastic programming approach to ALM abstract of doctoral thesis
by: Polívka, Jan, 1977-
Published: (2005)

Application of sequential and non-sequential change point methods to statistical process control
by: Jarušková, Daniela, 1951-
Published: (2004)

Spatial prediction of the mark of a location-dependent marked point process: how the use of a parametric model may improve prediction
by: Mrkvička, Tomáš, 1975-

Risk Objectives in Two-Stage Stochastic Programming Models
by: Dupačová, Jitka, 1939-2016

Stochastic bottleneck transportation problem with flexible supply and demand quantity
by: Ishii, Hiroaki

Stochastic Programming Models for Engineering Design Problems
by: Popela, Pavel, 1959-

On approximation of stochastic programming problems : doctoral thesis = = Přibližné řešení úloh stochastického programování
by: Šmíd, Martin, 1970-
Published: (2004)

Empirical estimator of the regularity index of a probability measure
by: Berlinet, Alain

On approximation of stochastic programming problems : abstract of doctoral thesis = = Přibližné řešení úloh stochastického programování
by: Šmíd, Martin, 1970-
Published: (2004)