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Probabilistic programs with discrete probability distributions
Murgaš, Karel ; Dupačová, Jitka (advisor) ; Branda, Martin (referee)
This thesis deals with stochastic programming problems with probabilistic constraits with discrete distribution. Finitness and corectness of algortithm for finding p-level efficient points is proved and I implement this algorithm in R. I relax the feasible set to get convex problem and I study properties of the relaxed set. Results for linear, integer and nonlinear problems are presented. In en example I compare discrete approach with the continuous one.

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