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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Generalized flower-girl problems
 Piskačová, Nikola ; Kopa, Miloš (advisor) ; Lachout, Petr (referee)
This thesis deals with the multi-stage stochastic programming problems. In the first part, there are introduced two-stage and multi-stage stochastic programming problems. Next, two methods how to generate scenarios are described in detail - the moment method and paths-based methods. The second chapter describes the flower-girl problem, its various formulations and other extensions using ro- bustness and endogenous randomness. The practical part follows, where several different formulations of the flower-girl problem are solved. First, the problem when the florist sells roses with an unlimited life for one week is solved. Then this problem is reformulated as a two-stage problem and the results are compared. Then a formulation with a limited rose life of 2 days is presented. The greatest attention is paid to the problem with a limited rose life of 4 days - the basic formulation of the problem and several extended formulations are solved. 1
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Multicriteria and robust extension of news-boy problem
 Šedina, Jaroslav ; Kopa, Miloš (advisor) ; Kaňková, Vlasta (referee)
This thesis studies a classic single-period stochastic optimization problem called the newsvendor problem. A news-boy must decide how many items to order un- der the random demand. The simple model is extended in the following ways: endogenous demand in the additive and multiplicative manner, objective func- tion composed of the expected value and Conditional Value at Risk (CVaR) of profit, multicriteria objective with price-dependent demand, multiproduct exten- sion under dependent and independent demands, distributional robustness. In most cases, the optimal solution is provided. The thesis concludes with the nu- merical study that compares results of two models after applying the Sample Average Approximation (SAA) method. This study is conducted on the real data. 1
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