Bibliografie
Conference Paper (international conference)
Stochastic optimization problems and dependent data
: Proceedings of the 21th International Conference Mathematical Methods in Economics 2003, p. 154-159 , Eds: Houška M.
: Czech University of Agriculture, (Prague 2003)
: MME 2003, (Prague, CZ, 10.09.2003-12.09.2003)
: CEZ:AV0Z1075907
: GA402/01/0034, GA ČR, GA402/01/0539, GA ČR, IAA7075202, GA AV ČR
: one and two-stage stochastic programs, multistage stochastic programming problems, empirical estimates
(eng): 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.
: 12B
: BB