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  • 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.
  • 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. (en)
Title
  • Theoretical Framework for Stochastic Programming
  • Theoretical Framework for Stochastic Programming (en)
skos:prefLabel
  • Theoretical Framework for Stochastic Programming
  • Theoretical Framework for Stochastic Programming (en)
skos:notation
  • RIV/00216305:26210/09:PU99475!RIV15-MSM-26210___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA103/08/1658), Z(MSM0021630519)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 346163
http://linked.open...ai/riv/idVysledku
  • RIV/00216305:26210/09:PU99475
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Two-stage stochastic programming, Separable function, Wait-and-see, Here-and-now, Probability (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [26E5D9A43DDA]
http://linked.open...v/mistoKonaniAkce
  • Brno University of Technology
http://linked.open...i/riv/mistoVydani
  • Brno
http://linked.open...i/riv/nazevZdroje
  • MENDEL 2009
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Novotný, Jan
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000273029500037
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Neuveden
https://schema.org/isbn
  • 978-80-214-3884-2
http://localhost/t...ganizacniJednotka
  • 26210
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