Original title: Stochastic optimization problems and dependent data
Authors: Kaňková, Vlasta
Document type: Papers
Conference/Event: MME 2003, Prague (CZ), 2003-09-10 / 2003-09-12
Year: 2003
Language: eng
Abstract: 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.
Keywords: empirical estimates; multistage stochastic programming problems; one and two-stage stochastic programs
Project no.: CEZ:AV0Z1075907 (CEP), GA402/01/0034 (CEP), GA402/01/0539 (CEP), IAA7075202 (CEP)
Funding provider: GA ČR, GA ČR, GA AV ČR
Host item entry: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0131219

Permalink: http://www.nusl.cz/ntk/nusl-34996


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