Detail publikace

Theoretical Framework for Stochastic Programming

NOVOTNÝ, J.

Anglický název

Theoretical Framework for Stochastic Programming

Typ

Stať ve sborníku v databázi WoS či Scopus

Jazyk

en

Originální abstrakt

This paper aims to present a theoretical framework for stochastic programming models, i.e. for optimization models that involve uncertainty. The framework is characterized by two distinctive features: it is based on the notions of a mathematical program and a probability space. Based on these, it allows the common stochastic programming models to be rigorously derived, and hopefully well understood. Such approach is not common in the literature (See Reference), the stochasticity is generally introduced to a deterministic program after it has been build.

Klíčová slova anglicky

Two-stage stochastic programming, Separable function, Wait-and-see, Here-and-now, Probability

Vydáno

2009-06-24

Místo

Brno

ISBN

978-80-214-3884-2

Kniha

MENDEL 2009

Strany od–do

239–246

Počet stran

8

BIBTEX


@inproceedings{BUT93497,
  author="Jan {Novotný}",
  title="Theoretical Framework for Stochastic Programming",
  booktitle="MENDEL 2009",
  year="2009",
  series="MENDEL",
  number="1",
  pages="239--246",
  address="Brno",
  isbn="978-80-214-3884-2"
}