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Bibliografie

Journal Article

Comparison of multistage stochastic programs with recourse and stochastic dynamic programs with discrete time

Dupačová J., Sladký Karel

: ZAMM-Zeitschrift fur Angewandte Mathematik und Mechanik vol.82, p. 753-765

: CEZ:AV0Z1075907

: GA201/99/0264, GA ČR, GA402/99/1136, GA ČR, 113200008, GA MŠk

: multistage stochastic programs with recourse, dynamic programming, Markov decision processes

(eng): When solving a dynamic decision problem under uncertainty it is essential to choose or to build a suitable model taking into account the nature of the real-life problem, character of input data, availability of software and computer technology. The purpose of this paper is to discuss similarities and differences of two candidate approaches connected with discrete time decision processes and with uncertainties of probabilistic nature.

: 12A, 12B

: BB