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Description
  • Contamination technique is used to testing the structure of multistage stochastic programs and is extended to stress testing for programs with polyhedral risk measures. The ideas are exemplified by numerical results for bond portfolio management problems.
  • Contamination technique is used to testing the structure of multistage stochastic programs and is extended to stress testing for programs with polyhedral risk measures. The ideas are exemplified by numerical results for bond portfolio management problems. (en)
Title
  • Testing the structure of multistage stochastic programs
  • Testing the structure of multistage stochastic programs (en)
skos:prefLabel
  • Testing the structure of multistage stochastic programs
  • Testing the structure of multistage stochastic programs (en)
skos:notation
  • RIV/00216208:11320/09:00206504!RIV10-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/0107), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
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http://linked.open...dnocenehoVysledku
  • 346030
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/09:00206504
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Testing; structure; multistage; stochastic; programs (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [ABB9272A2F11]
http://linked.open...i/riv/nazevZdroje
  • Computational Management Science
http://linked.open...in/vavai/riv/obor
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http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 6
http://linked.open...iv/tvurceVysledku
  • Dupačová, Jitka
  • Bertocchi, Marida
  • Moriggia, Vittorio
http://linked.open...n/vavai/riv/zamer
issn
  • 1619-697X
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
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