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  • V příspěvku jsou řešeny úlohy s pravděpodobnostními omezeními, empirická distribuční funkce, robustní optimalizační úlohy a výběrová úloha. (cs)
  • Optimization procedures are very useful tools in many economic decision-making problems. We deal with the case of optimization problems where uncertainties in parameters occur. The stochastic programming approach considers the probability distribution of uncertain parameters and seeks for a solution that is feasible up to a certain level of probability (chance-constrained programming). Robust programming techniques search for such a solution that satisfies simultaneously all possible realizations of the parameters. Both methods require some kind of approximation because of computational difficulties. The paper deals with such approximations and illustrates the essential difference between the two above-mentioned methods. Even if a variety of economic problems lead to the same optimization program, one is required to choose a correct method to solve it; the economic background of the problem is crucial for such decision.
  • Optimization procedures are very useful tools in many economic decision-making problems. We deal with the case of optimization problems where uncertainties in parameters occur. The stochastic programming approach considers the probability distribution of uncertain parameters and seeks for a solution that is feasible up to a certain level of probability (chance-constrained programming). Robust programming techniques search for such a solution that satisfies simultaneously all possible realizations of the parameters. Both methods require some kind of approximation because of computational difficulties. The paper deals with such approximations and illustrates the essential difference between the two above-mentioned methods. Even if a variety of economic problems lead to the same optimization program, one is required to choose a correct method to solve it; the economic background of the problem is crucial for such decision. (en)
Title
  • Approximations in stochastic and robust programming problems
  • Aproximace v úlohách stochastického a robustního programování (cs)
  • Approximations in stochastic and robust programming problems (en)
skos:prefLabel
  • Approximations in stochastic and robust programming problems
  • Aproximace v úlohách stochastického a robustního programování (cs)
  • Approximations in stochastic and robust programming problems (en)
skos:notation
  • RIV/60076658:12220/06:00007067!RIV07-MSM-12220___
http://linked.open.../vavai/riv/strany
  • 249-254
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
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
  • 465924
http://linked.open...ai/riv/idVysledku
  • RIV/60076658:12220/06:00007067
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • chance-constrained problem; empirical distribution function; robust optimization problem; sampled problem (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [9E84608ED78D]
http://linked.open...v/mistoKonaniAkce
  • Plzeň
http://linked.open...i/riv/mistoVydani
  • Plzeň
http://linked.open...i/riv/nazevZdroje
  • Mathematical methods in economics 2006 : proceedings of 24-th international conference, Pilsen, 13th-15th September 2006
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Houda, Michal
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Západočeská univerzita v Plzni
https://schema.org/isbn
  • 80-7043-480-5
http://localhost/t...ganizacniJednotka
  • 12220
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