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National Repository of Grey Literature 4 records found  Search took 0.00 seconds. 
Lipschitz-free spaces
 Langr, Ondřej ; Cúth, Marek (advisor) ; Johanis, Michal (referee)
In this work we deal with basic properties of Lipschitz-free space. In the first part we especially show how these spaces are constructed and we show that they are characterized by "Universal property". In the second part we give an explicit formula for the calculation of the norm of an element in the general Lipschitz- free space over metric space containing four points. It looks that this formula is nowhere published, therefore this is probably the original result of this work. 1
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Problém dvou manažérů a problematika úloh stochastického programování s lineární kompenzací
 Kaňková, Vlasta
Stochastic programming problems with linear recourse correspond to many economic problems. It is generally known that these problems are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on an ``underlying" probability measure while a solution of the inner problem depends on the solution of the outer problem and on the random element realization. Evidently, a position and optimal behaviour of two managers can be (in many cases) described by this type of the model in which the optimal behaviour of the main manager is determined by the outer problem while the optimal behaviour of the second manager is described by the inner problem. We focus on an investigation of properties of the inner problem.
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Úlohy stochastického programování s lineární kompensací: Aplikace na problematiku dvou manažérů
 Kaňková, Vlasta
Stochastic programming problems with recourse are a composition of two (outer and inner) optimization problems. A solution of the outer problem depends on the "underlying" probability measure while a solution of the inner problem depends on the solution of the outer problem and on the random element realization. Evidently, a position and optimal behaviour of two managers can (in many cases) be described by this type of the model in which an optimal behaviour of the main manager is determined by the outer problem while the optimal behaviour of the second manager is described by the inner problem. We focus on an investigation of the inner problem.
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Stabilita úloh stochastického programování s lineární kompenzací
 Kaňková, Vlasta
Stochastic programming problems with recourse is a composition of inner and outer optimization problems. A solution of the outer problem depends on the "underlying" probability measure, a solution of inner problem depends on the solution of the outer problem and on the random element realization. Consequently (in the case of the optimal solution of the outer problem) the optimal value and the solution of the inner problem depend also on the probability measure. The aim is to investigate this dependence.
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